Joined: Mar 23, 2009
Posted: Mar 23, 2009 10:35 AM
Msg. 1 of 2
I have noticed that options on DJ Eurostoxx 50 and FTSE 100 futures / indexes are currently not included in the EUREX and ENID feeds. The Eurex feed includes a large amount of unimportant options such as the MSCI Russia (trading volume = zero), but does not offer any options on the most important European index, i.e DJ Eurostoxx 50. This also applies to FTSE 100 options. Note that the ENID feed does not include ANY options.
What's more, the Eurex feed shows that DAX options are included, as are options on fixed-income futures (Bund, etc).
It just seems a bit weird to see that some obscure options with no trading volume (MSCI Russia) are included in the Eurex feed, when mainstream options on DJ Estoxx 50 and FTSE 100 are not.
Edited by sgb03 on Mar 23, 2009 at 12:36 PM
Joined: Apr 13, 2006
Posted: Mar 24, 2009 07:13 AM
Msg. 2 of 2
This is purely a supply and demand issue. We have more customers wanting the other exchange data to justify the Vendor fees DTN has to pay to carry the data. Customer requests are sent to Product Management and Sales for review. Then if there is enough demand, we will contact the exchanges for agreement/license info. I can tell you that both FTSE and Eurostoxx (which I believe are in the DJ Stoxx product from Deutsch Borse) are VERY expensive compared to other exchanges and until we have more than one or two customers asking for it, we can’t justify the expense. Not to mention there is usually additional expense DTN has in some cases to bring in new circuits/feeds to even carry the data. That is typically in addition to the fees we pay the exchanges.