renardblanc
-Interested User-
Posts: 20
Joined: Sep 15, 2004
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Posted: Jun 16, 2006 01:51 PM
Msg. 1 of 9
Hello,
I would like to download the Eurex Volatility derivatives:
VDAX-NEW® Future VSTOXX-NEW® Future
Is it possible soon, and with what delay? ?
Thanks
Renard
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Jun 16, 2006 04:14 PM
Msg. 2 of 9
I have contacted the Market data team and we should see these futures available for use as early as Tuesday. I will post the symbols when I get them.
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renardblanc
-Interested User-
Posts: 20
Joined: Sep 15, 2004
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Posted: Jun 22, 2006 03:50 PM
Msg. 3 of 9
Hello Tim,
did you received the new Eurex volatility symbols?
Thanks
Renard.
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Jun 22, 2006 04:07 PM
Msg. 4 of 9
Sure did, sorry it took so long.
Description -- DTN Symbols VDAX-New Futures -- VDXU6 VSTOXX Futures -- VSXU6
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Jun 22, 2006 04:12 PM
Msg. 5 of 9
There is also an Aug Contract (Q6) trading.
Jay Froscheiser DTN - Trading Markets
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renardblanc
-Interested User-
Posts: 20
Joined: Sep 15, 2004
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Posted: Jun 26, 2006 08:29 AM
Msg. 6 of 9
Hello Tim, Hello Jay
Tank you to the whole team
Renard
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renardblanc
-Interested User-
Posts: 20
Joined: Sep 15, 2004
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Posted: Jul 1, 2006 06:05 PM
Msg. 7 of 9
Unfortunately I was too optimistic. Up to now I could not download any data, neither daily nor 1mn.
Could you check what happens ? I have Eurex active on my account.
Renard
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Jul 2, 2006 08:30 PM
Msg. 8 of 9
Renard,
I think what you are seeing is that these futures haven't traded. Thus, you won't be seeing any tick or minute data on it. They settle at the exchange daily, so there are daily data points only (we will have data from the time we started building - so 7 days currently). We will see if we can get some back data for it on the daily to give a bit more history.
Jay Froscheiser DTN - Trading Markets
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renardblanc
-Interested User-
Posts: 20
Joined: Sep 15, 2004
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Posted: Jul 14, 2006 08:42 AM
Msg. 9 of 9
Thank you for your answer
Renard
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