Support Board
Date/Time: Mon, 25 Nov 2024 10:59:33 +0000
Post From: Delta difference vs IQFeed on Eurex FGBL - RT data feed
| [2014-01-25 01:03:01] |
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We are told a change on the backend server has been implemented in regards to EUREX, and the bid volume and ask volume accuracy problem may be resolved. We will be checking Monday morning. On this page: http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php#Included This paragraph has been clarified: Historical BidVolume and AskVolume: Yes. 100% accurate for CME futures. For other futures exchanges, accuracy is dependent upon Bid and Ask completeness and timing accuracy from the source data feeds.
The 100% accuracy was written at the time that the CME feed was released and that was the only data feed that we originally were offering. The reason we said there is 100% accuracy has to do with the fact that unlike other data feeds, we take advantage of a field indicating whether a trade occurs at the bid or ask, as identified by the exchange. This was a special feature we were pointing out and that was the reason for the statement of 100%. It did not apply to other exchanges because it is not technically possible to do so with other exchanges. Accuracy can vary. 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 For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-01-25 01:04:45
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