Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

Search the Community

Showing results for tags 'order book analysis'.



More search options

  • Search By Tags

    Type tags separated by commas.
  • Search By Author

Content Type


Forums

  • Welcome to Traders Laboratory
    • Beginners Forum
    • General Trading
    • Traders Log
    • General Discussion
    • Announcements and Support
  • The Markets
    • Market News & Analysis
    • E-mini Futures
    • Forex
    • Futures
    • Stocks
    • Options
    • Spread Betting & CFDs
  • Technical Topics
    • Technical Analysis
    • Automated Trading
    • Coding Forum
    • Swing Trading and Position Trading
    • Market Profile
    • The Wyckoff Forum
    • Volume Spread Analysis
    • The Candlestick Corner
    • Market Internals
    • Day Trading and Scalping
    • Risk & Money Management
    • Trading Psychology
  • Trading Resources
    • Trading Indicators
    • Brokers and Data Feeds
    • Trading Products and Services
    • Tools of the Trade
    • The Marketplace
    • Commercial Content
    • Listings and Reviews
    • Trading Dictionary
    • Trading Articles

Calendars

There are no results to display.

Categories

  • Articles

Find results in...

Find results that contain...


Date Created

  • Start

    End


Last Updated

  • Start

    End


Filter by number of...

Joined

  • Start

    End


Group


First Name


Last Name


Phone


City


Country


Gender


Occupation


Biography


Interests


LinkedIn


How did you find out about TradersLaboratory?


Vendor


Favorite Markets


Trading Years


Trading Platform


Broker

Found 1 result

  1. I am looking for a data feed with an API that allows me to do order book analysis on Eurex. This requires a data feed with an API that allows one to enumerate every single order book update (including trades) in the order it occurred. An added plus would be exchange time stamps with high resolution (i.e. milliseconds or smaller). To do this for Eurex, that means that the vendor either has to subscribe directly to the Enhanced Broadcast Solution (EBS) at Eurex [members only so unlikely that vendors subscribe to it] or to the CEF ultra+ Eurex feed from Deutsche Börse (this is basically just EBS + trade recovery) [for non-members such as vendors]. I could find only a handful of vendors on the website of Deutsche Börse that are connected to the CEF ultra+ Eurex feed (one of them is CQG). Another important part is that the API must allow one to receive order book updates and trades in a synchronous manner so that the correct order of events can be ensured. Also no updates may be missed when the thread that the event handler is raised on is blocked (e.g. due to long processing) [i.e. the API instead queues those updates]. The only data vendor I've found so far that seems to meet both these requirements is CQG (waiting for confirmation from CQG). Please share your experience with their API if you have any. Are there any other out there besides CQG that meet my requirements?
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.