Support Board
Date/Time: Thu, 21 Nov 2024 22:25:43 +0000
Post From: Eurex end of day volume data
| [2013-04-09 10:41:42] |
| Marmany - Posts: 307 |
|
I find strange values for volume on Daily chart for Eurex contracts. For example FGBLM3 shows Date / DailyChartVol /15minChartVolsummed 8th Apr / 598166 / 480041 5th Apr / 598166 / 682331 4th Apr / 843052 / 655273 Using TransAct for intrady and historical feed.Sierra V961. Other exchanges show slight differences as expected due to different new day start time but not of this magnitude.(On 2 other occasions identical volume reported on cosecutive days over last few weeks) Please advise if there is a way to recitify the Eurex daily volume. Date Time Of Last Edit: 2013-04-09 10:43:29
|