Goodbye to e-mini's

Aphie, you could have answered half of this by yourself, but here it is :

What are the margin requirements for ESTX ?
> if you trade with IB : intraday margin = 1938 € / maintenance = 1550 €

Is esignal a reliable source for quotes?
> 2 problems : their data lag 1'' behind IB quotes & they have no intraday volume

Can it be traded through IB?
> go to the source : www.interactivebrokers.com

What exactly is the ESTX? Is it the London 50?
> european indice. For more details go to www.eurexchange.com

What time periods does is trade?
> see the 1st page of this thread : 09:00 - 20:00 E.T
 
Originally posted by BKuerbs

What do you mean by incorrect tick-data?
That phenomen detailed in another thread (constant tickvolume charts not being drawn correctly) or something else? Thanks.

Regards

Bernd Kuerbs
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I don't know what is discussed in another thread, perhaps you can tell me which thread,but e-signal doesn't have correct volume data intraday, so this implies that tickcharts are not correct. On a 1 min chart they report volumes of aprox. 30, which can't be right.
 
I think the Eurex data is consolidated into 2 sec windows, destroying all tick level info. I also read something to the effect that esignal would be getting Eurex data straight from the exchange sometime in the fall which is I guess soon. I presume the tick data would be accurate at that point.
 
Originally posted by Ditch


I don't know what is discussed in another thread, perhaps you can tell me which thread,but e-signal doesn't have correct volume data intraday, so this implies that tickcharts are not correct. On a 1 min chart they report volumes of aprox. 30, which can't be right.
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It starts with a message of user "pethof" in this thread http://www.elitetrader.com/vb/showthread.php?s=&threadid=8661&perpage=6&pagenumber=6 and continues on the next page with some examples.

Looks like eSignal is reporting tickvolume? In CQG you can have both. Tickvolume in itself is not bad, it is a good indicator of volatility. But if you want actual volume...

regards

Bernd Kuerbs
 
Originally posted by PuffyGums
I think the Eurex data is consolidated into 2 sec windows, destroying all tick level info. I also read something to the effect that esignal would be getting Eurex data straight from the exchange sometime in the fall which is I guess soon. I presume the tick data would be accurate at that point.
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Eurex maintains two classes of data feeds: a member data feed and a quote vendor data feed (for eSignal, CQG and the like). The member data feed is used by the exchange members for trading and so has highest priority.

IB is -via Timberhill- a member of Eurex and distributes its member feed to its customers. Even when the refresh rate of this feed is clipped down, it is usually faster than any quote vendor feed. Some time ago a breakdown of the quote vendor feed happened while the member feed continued to work. IB showed quotes, I could place trades, while all quote vendors did not display any data.

Comparing IB to CQG they usually run in sync. But when the pace accelerates, IB will deliver more ticks. The ticks for the quote vendors will be lumped together (at the Eurex) and show single large ticks.

Regards

Bernd Kuerbs
 
Just use the regular chat and create another room names estx50 or something...I'll be there cclee, this is interesting.
 
Originally posted by DT-waw


DJ Eurostoxx50 trading hours are 9:00 - 20:00
Ditch, why CQG not myTrack? CQG is so expensive...
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Is this time 9:00 - 20:00 am or pm? And is this Eastern time USA?

And how many hours is this total? And which hours have the
most liquidity?
 
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