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Ringbinder has contributed to 6 posts out of 21191 total posts
(0.03%) in 3,731 days (0.00 posts per day).
20 Most recent posts:
Thanks for your prompt reply.
Is such an identifier not available from the exchange feed? On page 99 of http://www.mds.deutsche-boerse.com/blob/7652/f2b7f1bdd8613d14cf13d47f5b567872/eurex-market-and-reference-data-interfaces-data.pdf it has 28731 > AggressorSide N Aggressor- Side (enum) Side of the incoming order, which created the trade. Only present for MDEntryType=2. Value Description 1 Buy 2 Sell
Are trades at the bid and ask on your current Eurex feed identified by use of a specific Aggressor side identifier or are they inferred by other means?
Will you be able to make any historical data available based on this new feed and, if so, how far back?
To reiterate the crucial point made by JoJoJo above, to which there has been no reply, will the best bid and best ask updates be 100% complete and 100% synchronized in relation to the trade data? What error rates are you currently getting on your testing?
Any further news as to when the improved feed will be available? How will we know when you switch over to it?
I am very disappointed to read in several places that the expensive Eurex data feed I've been purchasing from you may be inaccurate at identifying whether a trade was at the bid or offer. See http://www.jigsawtrading.com/blog/eurex-order-flow-iqfeed-vs-s5-trader-oec-trader/ and http://www.sierrachart.com/SupportBoard.php?ThreadID=5395. Please would you comment on this.
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