Support Board
Date/Time: Mon, 25 Nov 2024 11:47:06 +0000
Post From: Technical Discussion: EUREX Bid Volume and Ask Volume
| [2014-01-29 00:46:32] |
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At the time of this post, the post above has been finalized and dictation errors corrected. In summary, what you see with the Sierra Chart EUREX data feed bid volume and ask volume, is not an exact match to what you see with IQ Feed and CTS T4 ( these both differ from themselves as well), however we have explained that those results are not perfect and the results that are now being given from the Sierra Chart EUREX feed, are visually similar, based upon the appearance of Cumulative Delta Bars, and appear to be more valid. We consider the matter with EUREX closed at this time. And we consider what users have been seeing with Bid Volume and Ask Volume with IQ Feed as less than accurate for EUREX. And the Sierra Chart EUREX feed provides a more reasonable result. 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: 2014-01-29 09:38:35
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