Support Board
Date/Time: Mon, 25 Nov 2024 10:31:56 +0000
Post From: SC Eurex Feed - Bid/Ask Volume
| [2014-01-29 07:50:32] |
| Futurestrader77 - Posts: 126 |
|
Since the other thread was closed, I would like to ask if you compared the data from your feed with data coming directly from Eurex? I think you can get the data here from the exchange: http://datashop.deutsche-boerse.com/epages/datashop.sf/en_GB/?ViewObjectID=52626 Do you have an idea how Eurex handles the problem with trades that occur between bid and ask? If your feed is wrong, the use of any volume study that uses bid and ask data to determine and track order flow is useless. You could also compare your feed with OEC, as their data feed seems to be better than IQ Feed regarding Eurex: http://www.youtube.com/watch?v=FDYiz-2FFwA Thank you! |