Favorite Futures: Currently European and US equities
Posts: 432 since Dec 2013
Thanks: 222 given,
You can get this with any of the main feeds, just mention you want to subscribe to international futures instead of US and you'll pay an equivalent fee (e.g., ~$35 p/m) for that on top of the data feeds service fees (e.g., $50-80 p/m), and then the Eurex fee is around $17-$23 p/m (17 for level1 and 23 for level2).
A very decent price though for the euro/german indices.
A few to try: InteractiveData, DTN, ActivFinancial etc.
Thought of digging up this old thread, with some of my experiences of the last couple of months related to FESX datafeed.
Was always using NT with kinetick. And thought that most feeds with tickdata would be more or less the same. (for ES it is, but for EUREX it is not i found out...)
As i moved trough the whole system of indicators the last couple of years, i finally found something i can visually/logically interpret, orderflow via Gomicators And for orderflow Sierra seemed a better fit, and indeed it is. !
So when moving to Sierra i had 2 feeds for a month (NT/Kinetick vs Sierra/SierraFeed) and saw differences, and they where huge. (orderbook ofcourse is the same, but the point where a "contract transaction" is classified as a buy or a sale. For most of you not a point but for me dealing with orderflow not acceptable.
From this point on i started using Sierra and the Sierra Supported feed from Barchart.
Huge surprise again price wise, as iam not trading live and only via SIM (but iam ready for it )
-Ninja (free)+ Kinetick Eurex feed =124 USD
-Sierra (level 5 35 USD) + Eurex Level II feed 21 USD = 56 USD a huge positive surprise again. !
While moving to Sierra i also tested some "Sierra Supported Feeds" for pricing and to check for the differences between feeds.
So i tried:
- DTN(IQfeed) 100% same as Kinetick for order flow (i more or less knew did, but wanted to be sure.)
- Teletrader, they are 39 Euro. Does uptick downtick only so not usefull for me.
- Rithmic (via TradeFutures4less) 100% same a the inhouse Sierra Feed (from barchart)
Did not try CQG & OEC yet as those feeds are via brokers, but will try to next couple of weeks/months.