Currently I see a lag of about 5 minutes for Eurex data. Globex data is in time.

I verified the delay by comparing to IB's data in their TWS.

I also send an e-mail to IQFeed support.

Hello,

Yes, we have had sporadic delays in the Eurex data this morning and we are working to
get it resolved. Thank you for letting us know.

Could you work a little harder please? Eurex data are lagging again.

This is absolutely a high priority. We are in touch with both Eurex and the telco provider. The data isn't being queued on our systems, it is delayed before it reaches us. According to telco, there is plenty of bandwidth (we aren't coming close to peak bandwidth utilization), yet according to Eurex they are seeing bottlenecks pushing the data to us. A trouble ticket is open and it is being actively worked. We will continue to actively pursue the issue and resolution.

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Jay Froscheiser
Telvent DTN

Well, your Eurex feed continues to lag today. It is just now by about 20 seconds, enough to cost me some money.

This is not acceptable.

I agree, today it's happened again, expecially during fast market periods

I log feed latency when it exceeds 2 seconds on the closing tick of a 1 second bar. I have over 20,000 instances of this on DAX the last 2 days (ie over 50%), so it's not exactly a "sporadic" problem. For context I generally get <1% samples lagged on the DAX, and close to zero on Globex symbols.

I really hope you are prioritizing this, I have found your Eurex feed to often be lower quality than Globex but this is just not even close to acceptable.

Hi Rob,
excuse me but I didn't understand very well, probably cause my English is very bad)) but how can you ceck latency? do you compare IQ Feed with another data vendor using some software or what? I'm very interested about this.

Thanks in advance

Nick

The ticks are timestamped. I log the difference between the timestamp and the time on the computer if there is a problem. Its part of the code logic in an automated strategy.

Looks like another day of problems. Already seen lags of 20 seconds within the first couple of hours trading.

Yes, DTN Eurex data continue to lag today. This is for the third day in sequence.

Looks like they don't care about Eurex Customers.

yes, I agree totally! I'm very surprised about that. I decided to use DTN IQ cause I considered it a reliable data vendor, reading various feedbacks on the web but I can't say the same at the moment.
Probably European markets are not considered a priority from US vendors cause I had some trouble even with Tradestation, while CME is always good

Again, we apologize for the delays in Eurex data and continue to work on resolving this issue as soon as possible. This issue has the highest priority both internally at DTN and externally with our data providers. We are pursuing every available course to get this corrected.

this morning just 5 minutes

Only 5 minutes, you are lucky...

10 minutes now and growing. Guess I have to look for alternatives.

Sadly, you're right.... right now I'm getting no less than 15 minutes of lag for FDAX@DTB.

Field 18 (timestamp) from DTN's feed keeps saying that CST time is 03:08, when in reality right now is 03:23 ....

This has been happening for, at least, three or four days now. I do really hope they'll fix this asap, since trading this way is next to impossible.

no now are 17!!

Eurex data getting worse and worse.
Unable to trade this way.
Can anyone at Televent give a current update as to when it will be solved, and is the problem being attended seriously?

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FESX & FDAX trader

Today I have the same problems with the realtime EUREX feed.
At 09:39 latency is 26 minutes and growing, see attachment.

Please work on this problem as it is known since last week.

Thanks.

We are aware that you are experiencing some delays with your Eurex quotes. We are working with our provider to troubleshoot and resolve the issue as quickly as possible. This issue has the highest priority both internally at DTN and externally with our data provider. We apologize for the inconvenience this is causing you.

Some delays?

The lag amounts to 40 minutes by now. This is worse than having no feed at all.

Hi

I confirm, today big delay with Eurex data , CME is working good.
Why don't cut the fees of Eurex until issues aren't resolved? ^_^ :D

Hi Nick
IMHO you can easily see latency comparing the DOM(TT ,Rithmic,...) with your chart.

hi Max, good idea

yes, thanks, but lag is so wide that it's enough to compare it with the computer's clock!! 66 minutes

I want to believe in you, dear Todd, but it's almost 3 hours at the time

I just want to reiterate that this is a top priority and we are doing everything in our power to resolve it. Our staff is working around the clock and isn't taking the delays lightly. We have escalated the issue to the top of both Eurex and our Telco provider which both have been running a multitude of tests to determine where the bottleneck is. I wish I had more to communicate but the latest report I have from our operations group is that there is still no solution. We are awaiting another test from the telco provider which we hope will identify where the issue is.

We will update this thread as we make progress.

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Jay Froscheiser
Telvent DTN

Our Telco provider continues to work on this issue as a top priority. All tests so far have pointed to a bottleneck within the network between Eurex and Telvent DTN. The telco provider is looking at traceroutes and other diagnostics to try to determine where the bottleneck is. We are confident they will fix the issue as soon as it is isolated, but unfortunately we don't have an ETA for when that will be. We are putting as much pressure as possible on them to resolve the delay problems and are confident they are doing everything they can to fix it as quickly as possible.

We will continue to update this thread as we learn more.

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Jay Froscheiser
Telvent DTN

Our telco provider will be doing some possibly invasive testing on the lines between us and Eurex this evening and tomorrow morning to try to further uncover what is causing the delays. In addition, we are preparing some code for our ticker plant that utilizes a compression algorithm from Eurex. We don't think the compression is going to help things since we aren't anywhere close to hitting peak bandwidth, but we are still moving forward to test this in parallel to the network troubleshooting that is being done.

We will post more as things progress. Our engineering staff is working 24/7 in cooperation with the Eurex exchange and our telco provider until this is resolved.

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Jay Froscheiser
Telvent DTN

The testing by our telco provider didnt pinpoint the problem within our lines so we continue working with them on additional troubleshooting and testing processes. We are testing some changes at one of our datacenters in parallel to see if that shows any improvement. Engineers with the exchange, telco and Telvent DTN are evaluating the results of that testing now to see if it looks promising.

We will continue to update this thread as we learn more.

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Jay Froscheiser
Telvent DTN

Jay,

thanks for the updates. I need to get updated to this thread. That´s why I´m posting my thanks.... just to be updated.

Reg

Lorenzo

Delayed for the fifth day now - Eurex data is lagging by about 1 hour now.

We have received information from our telco provider with the first solid piece of news giving hope that this will be resolved soon. They have confirmed the data loss is within their network and this is causing our feed to delay. Let me be clear that I fully understand that you don't care WHERE/WHO/WHAT the problem is. The reason I am providing this detail is so you understand that we are doing everything possible and putting as much pressure as we can to get this resolved. As we have communicated to both Eurex and the telco provider, "we have a full team of engineers ready to assist with anything you need on our end".

We understand that you count on us for reliable real time data and we take this seriously. I hope to have good news to report soon.

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Jay Froscheiser
Telvent DTN