Eurex Data

[Goodluck]

Intraday Eurex data is missing since 12/29 !

I restarted esignal and pc several times with no result.

Please check

Are eurex clients not good enough ?
No continuous charts, no market depht and no reliable data. Can we expect a little more from esignal in the (near) future ?

thx

Chris

[Goodluck]

Thx guys !

EUREX historical tick data is on.

But what about continuous charts and market depth ?
Will there be a chance to get these soon ?

Chris

[AndyS]

Hi Chris,

The addition of Market Depth and Continues Contracts is high on our list for developement. I do not have an eta as to when they will be released.

Thanks,
Andy

[Goodluck]

Andy,

thanks for your reply.

So we keep on hoping !

Chris

[futurenets]

trying to backtest historical AX contracts e.g.

AX H4-DT
AX Z3-DT
AX U3-DT
etc.

Is this possible with eSignal?

Also as each contract expires is it possible to store the eSignal data locally so it can be re-used for backtesting?

[ACM]

Paul
Expired contracts can be accessed using the following symbology
[root symbol] [month code][4 digit year]-[exchange (if required)]
For example AX Z3-DT will be AX Z2003-DT
Daily data should be available for all contracts while intraday data goes back up to a maximum of 120 days (from today).
Alex

[futurenets]

Thanks Alexis

I was thinking more along the lines of intraday data.

As each contract expires, is it possible to store the eSignal data locally so it can be re-used for backtesting?

[ACM]

Paul
The only way I can see to do that is by using the Tick Downloader on a regular basis and stitching the files together.
Alex

[futurenets]

thanks Alexis

Does eSignal or anyone else feel it would be useful to store one's own intraday data for backtesting purposes? Are there any plans to do so or perhaps reasons why this can't happen?

[legend]

Sep Dax Tick chart problem

My tick charts (30T) for AX U4-dt do not retain any of the data from the previous day.

The problem seems to be specific to AX U4 because the tick charts for ET U4 work fine.

Please can you look into this?

Thank you.

[futurenets]

You may need to update the time template ..

[futurenets]

Backtesting AX is not really feasible at the moment ...

Last Thursday I was backtesting a strategy using AX M4-DT & AX U4-DT. But on Friday I couldn't get AX M4-DT data which severly limits the scope of the backtest since trading conclusions cannot be reached which such a small sample.

Would it be possible to allow users to store data locally so it can be re-used for future backtesting?

[legend]

Thanks futurenets