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Re: Which data feed for Eurex in Europe...



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Hi Henri,

Henri Amand wrote:

> Larry wrote:
>
> > Are you able to get historical data?
> >
> > We tried them out last year - couldn't get the interface to work
> > right. Their tech support folks were very easy to work with even
> > though we did not work in real time with them - email back and forth.
> > Finally got the interface to work right.  The only  problem that we
> > had was - historical data was not available for download.  Just
> > wondered if they had addressed that issue?
>
> As far as i know that is not a problem but you will not be able
> to get it into the globalserver directly. You will need different
> tools to create XPO's to import historical data. The program
> provided by Tenfore is just for getting real time quotes into
> GlobalServer.

The problem that we had with Tenfore was that the historic data was not
available even though they said it was - at some additional cost.  We were
unable to get a cost number out of them.  We were not looking at long term
history - just wanted last weeks data.  Really did not care what format the
data was in - XPO, ASCII, coma delineated, any thing would do.  Without the
ability to get, even last weeks, historic data the cost of their real time
feed did not seem worth it.

> Massimo:
>
> Both Tenfore and Esignal are an option. I use both but it will
> depend on what you want. Tenfore is about 3 times as expensive
> but seems to be closer to a professional datafeed allthough with
> the Esignal frontend you are able to do more than with the
> Tenfore frontend.

I, and I'm sure several others on the list, wouldn't use eSignal again even
if they gave it away. The horror stories of eSignals non customer service
are legendary.  I am but one of their many victims.

> Are you just going to hook it up to TS2000i with real time data ?
> Then i would look a little further. Look in Italy and find a local
> datavendor. There can not go much wrong with just Eurex data.
> For backup you might take an account with Interactive Brokers
> and use their data as datafeed also. (it has some small issue's but
> as a backup it's a good thing)

Your alternate data vendor is an interesting idea.  eSignal really does
nothing but report what has been reported to it - by this I mean that they
mealy pass along the broker data that is reported to them -- so if I were
able to combine data from several brokers (FXCM, GFT, IB, etc) would I not
end up with something very much like eSignal?  I know that it would not be
possible to get as many feeds as eSignal has but the principle would be the
same.  Interesting project?

Larry