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Time and Sales for Eurex

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    Time and Sales for Eurex

    I have problem with time and sales for FDAX. It seems that it shows 99
    contracts only instead of the real time and sales value. Upon confirmation with the customer service, they replied that the information is not provided by Eurex. I hope someone can clarify. Thanks.

    #2
    Hi,

    For clarification, you are using Zen-Fire which is the only technology that does not report last trade size for Eurex. 99 is subsituted as a synthetic value. The reason is that when the folks that power Zen-Fire wrote to Eurex, they were given two options, the old API (which has last trade data) and their new API which is much faster but does not have last trade data at this time. They decided to go with speed at the expense of not having last trade size. Last trade size will be incorporated into the Eurex API in the near future. I do not have an ETA.
    RayNinjaTrader Customer Service

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      #3
      Custom Version Eurex?

      Hi I had a custom version of NT6 which eliminated this issue. However, when I upgraded to the latest NT6 build, the problem reappeared.

      Now I can't go back to the custom version as the install prog says that the installed version is newer.

      Could someone please point me to the updated custom version, thanks.

      Comment


        #4
        Which issue? Synthetic "99" volume trades exist on any version.
        RayNinjaTrader Customer Service

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          #5
          My problem was incorrect volume data for FDAX. I received a custom build from my brokers Mirus which corrected the volume issue (I think).

          Comment


            #6
            FDAX shows 99 volume as well.
            RayNinjaTrader Customer Service

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              #7
              I know. I believe the custom version eliminted this issue.

              Comment


                #8
                There is no custom version that resolved this issue.
                RayNinjaTrader Customer Service

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