Support Board
Date/Time: Mon, 25 Nov 2024 10:25:24 +0000
Post From: SC Eurex Feed - Bid/Ask Volume
| [2014-01-29 07:58:54] |
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We can see about doing a comparison. We do not see how the EUREX would be concerned about trades that occur between the bid or the ask. They transmit trade data and also the market depth data. What the timing relationship between those two is not exactly known. At this point we do not fully understand it. The fact that a trade occurs between the bid and the ask shows that one of them is lagging behind the other. How exactly is a Sierra Chart EUREX feed wrong? We do not observe that. The conclusion that we came to is that it is not reliable to use bid and ask prices for tracking order flow on the EUREX and this is why we contend the results users are getting from IQ Feed based on bid and ask EUREX data, are less than accurate because it is too often that prices do not match the Bid or the ask. We have recently looked at OEC, last month. They do not have a full tick by tick EUREX feed. It is not valid for comparison. What Sierra Chart provides is superior. It is the full tick by tick feed. 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 08:02:10
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