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Date/Time: Fri, 27 Sep 2024 03:51:11 +0000

Post From: Difference SC CME data-feed vs direct CME data-feed

[2013-11-19 07:38:03] Link To Thread - Link To Post [Go To First Post]
User11942 - Posts: 298
Hi SC, please take a look at the attached charts. I found shape of some candles different (please ignore last bars on each chart). It looks like some data are missing whether in SC CME data or in another CME feed. As well there are differences in trading volumes and market depth between SC CME data and IB data (please find DOM screenshot attached). Nevertheless IB market depth readings are totally in-line with "direct CME" ones. This is the same contract on all screenshots - ECLF14 (NYMEX on Globex Jan crude oil). I deleted all old data and downloaded new one before I made screenshots. SC connected to IB. I'm not sure where the problem comes from. Could you please check the issue and advise for any reasons for the discrepancies? Thank you.


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