borg has contributed to 21 posts out of 21199 total posts
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It does not appear that the quotes are being shown correctly to .00001 precision (instead .0001). Can you confirm?
Thanks.
According to the CME, the minimum regular fluctation for NE (New Zealand Dollar futures) is '.0001'. DTN is showing quote precision to '.00010'. Can you correct your data feed to eliminate the extra 0?
Thanks.
From the CME web site:
Are You Ready for CME Eurodollar Options on CME Globex?
The Enhanced Options System for CME Eurodollars will launch on the CME Globex platform on Sunday, August 14, 2005, creating broader access and round the clock liquidity for CME Eurodollar options.
To date, the Enhanced Options System has only been available to a limited number of users through the CME-provided Enhanced Options System platform. Beginning August 14, 2005, this unique functionality will be integrated into the CME Globex platform, providing CME Eurodollar options traders with the following key features and benefits:
Integration with major ISVs and proprietary front ends Compatibility with standard CME APIs Global distribution of real-time market data Increased liquidity commitments from major market makers Real-time indicative prices on thousands of complex strategies Tradeable quotes for at the money straddles, puts, and calls
With the August 14 launch of the CME Enhanced Options System on the CME Globex platform, the following changes will take effect:
The Enhanced Options System functionality, including indicative quotes and RFQs, will be available 23 hours a day on the CME Globex platform Some ISVs will not yet fully support CME Eurodollar options trading - CME Globex Traderâ„¢ terminals will no longer support CME Eurodollar options trading You will still be able to trade CME Eurodollar options via existing Enhanced Options System front ends CME Eurodollar options market data will be distributed via a new CME market data connection.
Any definitive information on when DTN will be ready to support the eurodollar option feed?
Thanks.
Any word from your development team? Are we talking several weeks or several months of development/testing?
I really appreciate your getting back to me. So I guess the next logical question is how long will it take your development team to write handlers to broadcast the data? I know that there will probably be a beta period after development to make sure there are no problems. So can you give a ETA for alpha/beta testing and a ETA for production environment?
Thanks.
Why you are not answering the question? If you are not going to broadcast the futures option data on ED, that's fine. I will have to make other arrangements to get the data. But I am assuming that you are not arbitrarily making decisions about which contracts to list. So what is your criteria?
marketdataservices? Jay?
Can you respond as to whether you will broadcast the data?
O.K.. Here is another question which is similar to the fx options question. Next month the CME will add Eurodollar options to the Globex platform. See the following link:
http://www.cme.com/trading/get/sup/glxnews2825.html#OptionsEnhancements
So will DTN broadcast this data when it becomes available? I know that you added the ES, NQ, and ER2 Globex options when they started trading this year.
Can you now provide an explanation of why the option contracts were not added to the broadcast feed? I am not aware of any other CME products that you don't carry. Is this a bandwidth issue?
Thanks.
Are you broadcasting data on the CME European style fx options that trade on Globex? See the following links for the products I am referencing:
http://www.cme.com/trading/prd/fx/eurofxovreopt12163.html http://www.cme.com/trading/prd/fx/japyenovreopt12164.html
I know that you broadcast the American style options (both pit and globex), but the European style options have been available for a few months.
Thanks.
Is July 1st still the date when option data is removed from satellite feed?
See the link below. Can you (marketdataservices) fill in the blanks?
http://www.cme.com/files/cmeetffutures_qvg.pdf
Hello marketdataservices, any reply?
Still not seeing high/low/vol/chg data for the combined Quest(T) and Quest(T+1) sessions. You said that the data for the separate sessions can not be displayed on different symbols, so a composite will be shown. Can you give me an example of where you have created a composite for a futures symbol?
Quote: All the trading data is coming over the NNM5 symbol. We have put a fix in place that should allow you to see all the trade data for all sessions. --- Original message by marketdataservices on May 11, 2005 11:52 AM Did you check to see if the "fix" is working? Goto the following link and compare with the DTN feed for NNM5.
http://stquote.sgx.com/live/dt/DTFuture.asp?NKFE
Now that you are using the new international feed, can you provide a symbol for the Nikkei 225 regular trading session? I am seeing tick data for the regular session, but high/low/change/settle/vol data for the after hours session on NNM5.
It does not appear that the new feed is implemented. Can you give a update?
Thanks.
Quote: SGX has delisted the pit traded contract. Root symbol NN now represents all SGX Nikkei 225 trading. Current front month is NNM5.
At this time, we will not have access to the Tokyo trade data symbol (Quest - T) due to constraints from our international data provider.
Thanks Edited by marketdataservices on Apr 5, 2005 at 08:32 AM --- Original message by marketdataservices on Apr 5, 2005 08:25 AM Not sure if I understand. For NNM5 the high, low, volume data is from the (Quest - T+1) session and the tick data is from the combined sessions. Can you display the composite high,low,volume data from the two sessions (T and T+1) to match the tick data you are providing?
Thanks.
Mike? Jay???
Any decision on the new symbology? NIM5 is a dead symbol.
The SIMEX has killed off open outcry trading in Nikkei 225, so it appears that NIM5 will no longer work. It seems that there are two systems at SGX:
SGX QUEST (T)
SGX QUEST (T+1)
The symbol NNM5 (which DTN defines as 'nikkei 225 index electronic') is retrieving the T+1 data. Can DTN map the symbol NIM5 to the SGX QUEST (T) data? Since the open outcry is dead, it would seem logical to have a symbol for nikkei trading that corresponds to Tokyo stock exchange hours - and this would would be SGX QUEST (T).
Thanks.
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