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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Eurex
Author Topic: Eurex (6 messages, Page 1 of 1)

renardblanc
-Interested User-
Posts: 20
Joined: Sep 15, 2004


Posted: Jun 16, 2006 01:50 PM          Msg. 1 of 6
Hello,

1) It seems that XG# is not rolled over anymore. Could you start it again?
2) I would like to download the Eurex Volatility derivatives:

VDAX-NEW® Future
VSTOXX-NEW® Future

What are the symbols ?

Thanks

Renard

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jun 16, 2006 02:43 PM          Msg. 2 of 6
VDAX-NEW® Future
VSTOXX-NEW® Future

I have contacted the Market data team and we should see these futures available for use as early as Tuesday. I will post the symbols when I get them here.

renardblanc
-Interested User-
Posts: 20
Joined: Sep 15, 2004


Posted: Jun 19, 2006 12:31 PM          Msg. 3 of 6
Tim, you are great

When you connect to the symbol, could you find how much history you may provide us
on tick data?
on 1 mn data?
on day data?
Thanks,
I'll try to connect to morrow evening

Renard

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jun 19, 2006 12:48 PM          Msg. 4 of 6
Thanks for the compliment.

We provide 8 days of tick data
120 days of minute data
3000 on commodities and 1000 on equities are the daily numbers.

renardblanc
-Interested User-
Posts: 20
Joined: Sep 15, 2004


Posted: Jul 1, 2006 06:09 PM          Msg. 5 of 6
Unfortunately I was too optimistic.
Up to now I could not download any data, neither daily nor 1mn.

Could you check what happens ? I have Eurex active on my account.

Renard

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jul 2, 2006 08:30 PM          Msg. 6 of 6
Renard,

I think what you are seeing is that these futures haven't traded. Thus, you won't be seeing any tick or minute data on it. They settle at the exchange daily, so there are daily data points only (we will have data from the time we started building - so 7 days currently). We will see if we can get some back data for it on the daily to give a bit more history.

Jay Froscheiser
DTN - Trading Markets
 

 

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