Cumulative depth Eurex zen-fire DAX issue

[RedDuke]

Hello,

I have noticed something weird today. If you bring up FDAX futures contract in DOM via zen-fire feed and change DOM properties to show cumulative depth, it always shows 70 on the ask. Bid cumulative volume seems to be updating fine. I have tried other contracts on Eurex such as FESX, and it seems to be working fine. Also, DAX cumulative depth works fine on IB feed.

Just want to bring this up, not sure where issue lies.

Regards,
redduke

[NinjaTrader_Ben]

Hello,

I can reproduce this. Thank you for bringing this to our attention. We are looking into this.

[NinjaTrader_Dierk]

We are in touch with ZenFire support to get this resolved as soon as possible. Thanks for making us aware of that.

[RedDuke]

Thanks for such swift response. You rock!

[NinjaTrader_Dierk]

FDAX feed on Zen should be back to normal now.

[RedDuke]

Yes, all is fine now. Thanks you so much for such a quick fix. What was the issue?

Regards,
redduke

[NinjaTrader_Dierk]

Sorry I don't know. Issue was beyond our control and was resolved by the ZenFire server team.

[Frankenstein]

Good Halloween,

like Peter already pointed out in his thread http://www.ninjatrader-support.com/v...ad.php?p=54981

the Eurex-contract FSMI stopped working with the december
month and using NT V6.5.1000.5,.6&.7 (last price is stuck @ 7212,
which seems to be the september contract).

Please inform the zenfire-serverteam about this and/or
look into the according NT contract, maybe its a symbol
issue, the exchange is not correct (Eurex, EurexSW)
or whatever

Thanks!

[NinjaTrader_Dierk]

Thanks for reporting. Please let us know if the issue persist on Monday. Thanks

[Frankenstein]

Hello Dierk,

sorry for delayed reporting.

Yes, the issue is still present, the last price is stuck @ 7212 (from the good old days ) with a trade volume of 99, so it seems it is still the old Eurex feed. I know Zenfire switched to a new Eurex feed recently, maybe they forgot FSMI (EurexSW) to set up properly?

I also tried in a fresh virtual image (=like setting up a new windows xp)
with a fresh NinjaTrader 6.5.1000.7-install with exactly the described
behaviour... i guess noone else on Zenfire cares about the FSMI, so
i'm the one of the first noticing it?!

Please give the server team a hit into the FSMI-direction from me, thanks.

[NinjaTrader_Ray]

Dierk will respond on Monday or Tuesday.

[NinjaTrader_Dierk]

Please let us know if you still experience the issue Monday morning on the regular EUREX trading session. We then will touch base with ZenFire support again.

[Frankenstein]

Of course the described problem (still) persists while official Eurex(SW) trading sessions!

Please connect to a ZenFire-feed and see yourself!

It started happening with the Sep->Dec-switch and maybe the new Eurex-feed from ZenFire, which occured arround the same time.
The problem only persists for FSMI, other Eurex contracts are fine.

@Ray&Team: Thanks for making a traders dreams come true with NinjaTrader.

Thanks.

[NinjaTrader_Dierk]

We will clarify with ZenFire support and let you know.

[[email protected]]

FSMI Data on Eurex

The FSMI is no longer a CFTC approved futures contract. Since it cannot be traded or solicited, we cannot provide the market data.

The FSMI was replaced by the FSLI at about the same time the FSMI was pulled. The FSLI is a similar contract but does not yet have enough volume to attract the interest of most traders.

http://www.eurexchange.com/trading/products/IDX/SMI/products_en.html

http://www.eurexchange.com/trading/products/IDX/SLI/FSLI_en.html

Pat