Support Board
Date/Time: Sat, 11 Jan 2025 10:06:26 +0000
Post From: Difference in Number Bar using Rithmic and SC DataFeed
| [2016-11-17 02:58:20] |
| patrick - Posts: 30 |
|
I can confirm that I am receiving tick by tick data. I cannot tell every occurrence of the large order hitting of Bid or Ask Volume, but only when the DOM displays a large volume queuing and there is a transaction. I can tell the determination of Bid Volume or Ask Volume is not accurate with Sierra Chart Exchange Data Feed, because I saw on the DOM has >1000 lots on the ASK and there is a large quantity transaction, but it shows on the Bid side of Number Bar instead. I will try to observe more of this occurrence and its accuracy. Any idea when Barchart is going to switch the EUREX data over to their new Open Feed? Is the new Eurex Open Feed, coming with the full 20 level of market depth? Thanks. |