Support Board
Date/Time: Mon, 25 Nov 2024 10:20:58 +0000
Post From: SC Eurex Feed - Bid/Ask Volume
| [2014-01-29 08:22:14] |
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The Eurex Best bid / best Ask data would not be helpful. It does not contain any trade data. So what would be gained by analyzing and comparing it to the Sierra Chart bid and ask data from the EUREX? Other than seeing if we are sending through all of the Bid/ask data but it does not help with the basic problem. The general premise here is that it does not make sense to try to get very minor timing/completeness differences resolved with the bid/ask data if in the end it is not reliable to determine whether the buyer or the seller was the aggressor in the trade. And there was a change on the backend EUREX data feed that we use, two days ago, to ensure better timing of the bid/ask data in relation to the trades. Whether this made any difference or not, is hard to analyze because the differences are so subtle to begin with and the fact that no matter what EUREX data feed you look at, you see large numbers of trades occurring between the bid and the ask. 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 |