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Eures-us WR2 symbol volume seperate or Globex data

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  • Eures-us WR2 symbol volume seperate or Globex data

    Is volume for the russel 2000 emini split between globex and eurex us or are they treated as 2 separate instruments that have roughly the same value at any given time? If they are the same product, then is volume and tick data from both exchanges streamed to the data vendors and combined into one symbol? Or are they separate symbols with separate volume and tick data? If so AB #F contract could change characteristcs as volume migrates. I know esignal does not provide data on WR2 yet.
    Pretty much confused as to how these new eurex symbols operate.
    Last edited by theperm1; 04-04-2005, 05:03 PM.

  • #2
    theperm1

    I know esignal does not provide data on WR2 yet.

    As far as I can see data is available for WR2 (see image below).
    Alex

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    • #3
      well thats news to me, i tried it 2/3 weeks ago and couldnt get any data. Talked to liverep and they said it wasnt available, just quotes.

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      • #4
        theperm1
        Irrespective it is available now. To answer your other question AB and WR2 are separate symbols trading on different exchanges
        Alex

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