out at 32.5
The Bund Bobl Schatz Thread
- Thread starter youngtrader
- Start date
Hi all,
Any particular reasons why the Eurex fixed income futures volumes are well down.I know this week has a few important economic releases( markets possibly waiting etc..), but generally I have found that the volumes are relatively low( especially Bund/Bobl ).Any ideas why this is the case?
Any particular reasons why the Eurex fixed income futures volumes are well down.I know this week has a few important economic releases( markets possibly waiting etc..), but generally I have found that the volumes are relatively low( especially Bund/Bobl ).Any ideas why this is the case?
Only 850,000 bunds traded by 17.00 CET.!!??on a pay-rolls day- wtf????
AMP_Futures
ET Sponsor
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The new data feed EBS offers an innovative high-performance market data broadcast solution for un-netted public market data. The socket-based distribution mechanism features among others an order book depth of 10 for options (previously only inside market data was provided), an enhancement of order Book depth to 20 for benchmark futures (previously 10) and a new subscription model, allowing members to select individual market data of all product groups relevant for their business. Along with the launch of EBS, the new data feed CEF ultra+ of Deutsche Börse Market Data & Analytics was started. CEF ultra+ contains the same market depth as EBS but distributes Eurex trading data to non-Eurex members like data vendors also with lowest latency. It is enriched by a trade recovery functionality which is necessary for data vendors.
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âStreaming market data will finally allow traders to see the true volatility and opportunities in the Eurex markets.
Enhanced Broadcast Solution (EBS)
The new data feed EBS offers an innovative high-performance market data broadcast solution for un-netted public market data. The socket-based distribution mechanism features among others an order book depth of 10 for options (previously only inside market data was provided), an enhancement of order Book depth to 20 for benchmark futures (previously 10) and a new subscription model, allowing members to select individual market data of all product groups relevant for their business. Along with the launch of EBS, the new data feed CEF ultra+ of Deutsche Börse Market Data & Analytics was started. CEF ultra+ contains the same market depth as EBS but distributes Eurex trading data to non-Eurex members like data vendors also with lowest latency. It is enriched by a trade recovery functionality which is necessary for data vendors.
AMP Trading is a premier Ninja Trader brokerage firm. We are pleased to offer the NinjaTrader platform powered by Zen-Fire, Trading Technologies and Ninja FX. Our support team is fully Ninja trained and eager to support you reach your trading goals. Call us today toll free 800-560-1640 / Intâl 001* 312-893-6400 and ask for âMirekâ for your âEliteTrader Special Rateâ or register at http://www.ampfutures.com/EliteTrader.html
That's correct. Eurex EBS on Zen-Fire offers last trade size and unfiltered streaming data.
Mirus Futures
ET Sponsor
Yes, Zen-Fire now shows last traded size on Eurex and it's unfiltered streaming data. Try it here: http://www.mirusfutures.com/landing/elitetrader_eurex_ebs.htm
Hi Mirus
I was comparing your time and sale Fdax data with my esignal feed and it seems your prints at bid or below, at ask or above, or in between are not always correct.
Sometimes it seems the bid and ask is faster to update than the actual trade so a sell bid print appears to execute on the ask.
Sometimes it seems its just out of sync, with say at ask and above prints shown executing in between the bid/ask.
Actual volume data seems to be correct though.
Can you please pass this on to your tech staff, thanks