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quertrader
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Hi FulcrumTrader! Any news from your EU based traders yet? Btw I gote a message from Rithmic that they use TCP for order routing AND their data feed.
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Ok, so is there an alternative to DTN.IQ feed for traders located in Europe (with ragard to proper bid/ask Eurex data)?
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Thanks for your fast answer AgeKay! Ok, if that's true, I would guess that DTN doesn't have a data center next to Eurex. This would mean that the data has to pass the distance Europe-USA to their data center, gets the timestamp in the USA and then comes all the way back to my trading desk in Europe. Somebody told me that Zen-Fire has a data center next to Eurex. If that's true, their data should hopefully lag less. I'm also not sure if the UDP "problem" of loosing data is present when receiving only data of contracts with less volume (e.g. DAX)?!
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Hello, paolfili! Does that mean, that e.g. NinjaTrader DOM can only show me the best bid and best ask rows of the orderbook? What exactly do you mean by "cumulative volume_bid/volume_ask" - the sum of all (how many) bid/ask rows? Has anybody experience with DTN@EUREX? Thanks!