Eurex vs Other exchanges

[DC STOXX]

Is it just me, or are they the slowest exchange when it comes to getting fills & Price updates...

I have prices on my screen from:
>CME....prices update really quickly, most the time i cant even read the number of contracts bid or offered because it changes so fast.
Time and sales is pointless because the number of orders going through is to fast for the mind to take in
>Euronext & Liffe....same as CME, ultra fast fills and price ladder updates & smooth price action.
>Eurex...a complete joke,.I get fills without even seeing the bids & offers move as the market jumps up and down. The ladder quotations don't update fast or smoothly, they update in pulses, maybe every half a second. Unlike on CME of Liffe you can always read the number of contracts bid/offered because of the slow updates.

I feel like I'm at a disadvantage because of the slowness on Eurex. So my question is, is this the same all locals in London or is it just the shop im at?
I trade on TT via Fortis, but not in their building.
I trade equity's so the markets im refering to are S&P's, dax, ftse, cac, eurostoxx ect...

 

[crude_lover]

eurex aswell one of the only exchanges to require an exam if you dont have experience.

The worst exhcnage i would have to say is lse, never had so many problems with an exchange before

 

[fat chance]

My (limited) understanding is that the "standard" Eurex connection can give you orderbook updates four times a second, but that they have an "enhanced broadcast solution" available that gives you un-netted data. I don't know of any arcades / prop shops that offer the enhanced solution (does anybody know differently?) - it's considered too expensive and not-really-worth-it for manual trading... more of a thing for algo trading at a bank / hedge fund. There's also an "enhanced transaction solution" for faster order sending and fill updates I think. If your Eurex autospreader gets hung when everything seems to move in sync, I think there's a good chance that it's due to people with the enhanced connections.

 

[DC STOXX]

I don't spread, i just can notice that eurex price update are significantly slower, and predictable...that 4 times a second sounds right thanks for that!

So when i look at the other exchanges do they just offer an "enhanced broadcast" solution all the time hence why they seem to update in a sporadic manner (how it should be)?

 

[fat chance]

The standard connection to CME can give you around 30 orderbook updates a second, LIFFE slightly less I think (though they now offer fully un-netted at their co-lo I heard... must look into this) but still much better than the standard Eurex connection. For manual trading, 10 updates a second is about the limit of what you can take in so it looks fine and Eurex looks slow and jerky by comparison.

 

[DC STOXX]

The standard connection to CME can give you around 30 orderbook updates a second, LIFFE slightly less I think (though they now offer fully un-netted at their co-lo I heard... must look into this) but still much better than the standard Eurex connection. For manual trading, 10 updates a second is about the limit of what you can take in so it looks fine and Eurex looks slow and jerky by comparison.

This is exactly what a mean, thanks for clearing all that up
So now we just wait for the day when CME rules the world

 

[Mirus Futures]

In regards to the speed of Eurex... please read this exciting news:

Connectivity for EUREX Retail Traders Takes Leap of Speed

Mirus Futures offers live streaming data from EUREX with Zen-Fire

Date: Wednesday, September 10, 2008

Chicago, IL: Mirus Futures announced today live streaming data from EUREX integrated with the Zen-Fire trading engine. The significance of this level of connectivity being available to the retail trading market is enormous. Customers seeking low latency and high speed trading can request a real time trading simulator from the Zen-Fire or Mirus Futures site.

Enhanced Broadcast Solution (EBS)
The new data feed EBS offers an innovative high-performance market data broadcast solution for un-netted public market data. The socket-based distribution mechanism features among others an order book depth of 10 for options (previously only inside market data was provided), an enhancement of order Book depth to 20 for benchmark futures (previously 10) and a new subscription model, allowing members to select individual market data of all product groups relevant for their business. Along with the launch of EBS, the new data feed CEF ultra+ of Deutsche Börse Market Data & Analytics was started. CEF ultra+ contains the same market depth as EBS but distributes Eurex trading data to non-Eurex members like data vendors also with lowest latency. It is enriched by a trade recovery functionality which is necessary for data vendors.

Demo: NinjaTrader with Zen-Fire. Free Futures Trading Demo. MIRUS FUTURES.

 

[One Eyed Shark]

Must say, and I am no way connected to mirus, that my zen fire feed for Eurex today was behaving like it was on steroids.

Normally I can associate with what DC has said earlier in the thread, I was unaware of the Mirus announcement but noticed a huge difference in feed and order speed today, long may it continue.