Zen Fire Eurex

[lapaz]

Hi,

I was connected to Eurex by using Zen Fire data feed. It was working fine up to now, because today morning I am no more able to update data for FESX or FDAX. Is anybody able to connect? What can be wrong?

Thanks.

Robert

[BobCards]

not receiving any data either.

[NinjaTrader_Dierk]

There appears to be an issue with ZenFire realtime and historical data on EUREX right now. We are in touch with ZenFire support to get this issue resolved as soon as possible.

[trader65]

no data from eurexx yet....matif it's ok.

[ghoti]

Looks like the data problem is fixed. Any chance of historical data to fill the gap? Thanks

[NinjaTrader_Dierk]

Unfortunately the historical data gap can't be closed.

[trader65]

Dierk,
what you mean it can't be closed....it's a big gap...we need that data..any solution?? I thought Ninza servers maintain the backfilling...is that true?

[NinjaTrader_Dierk]

Unfortunately the gap can't be closed by NT servers.

[trader65]

Dierk,
could i close the gap for eurex symbols from my IB's account backfilling?

[NinjaTrader_Dierk]

Yes, if you connected IB only and then tried Tools->Options->Historical data->Reload (Note: IB does not have historical tick data).

[andreua]

I was comparing ZinFire time and sale FESX data with IQFeed feed and it seems ZF prints at bid or below, at ask or above 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.

Actual volume data seems to be correct though.

Can you please pass this on to your tech staff, thanks

[NinjaTrader_Dierk]

ZenFire data is passed through to you at it's received by NT. There is no delay imposed neither on bid/ask nor actual trade price.

[andreua]

Here is the picture. the left column is IqFeed the right one is ZF.

[NinjaTrader_Dierk]

Thanks. We're in touch with ZenFire support to clarify what's going on.

[[email protected]]

T&S difference between price feeds

One of the many benefits of the new Eurex price feed is streaming data. We now show the market in real-time as opposed to using the old pulsing data that updates every second.

When comparing a data vendor that uses the pulsing data, you will get different results than when using the streaming data. If the price actually updated but wasn't received by a data vendor using the old price feed, they will color code it based on the information they have.

There does not appear to be any issue with the Zen-Fire data and Ninja coloring of trades at the bid or ask. However, the bid/ask changes extremely fast so it is common to barely see the price change, if at all.