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Date/Time: Sat, 18 Jan 2025 12:59:46 +0000



Post From: Fast price movement, no depth data

[2017-02-08 21:37:38]
Sierra Chart Engineering - Posts: 104368
We do not know whether this is normal or not because we do not know exactly how this data feed works from the EUREX and if the EUREX is actually providing full market depth updates during the fast price movement.

We do know in the case of the CME that they do not provide continuous market depth updates during fast price movements.

In about two weeks, the Sierra Chart Exchange Data Feed will be using the new OpenFeed from Barchart for EUREX data.

This might solve the problem or it might be the same. If it does not solve the problem, then there is not any further help we can provide about this.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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