Support Board
Date/Time: Tue, 04 Mar 2025 18:23:43 +0000
Post From: Inconsistent volumes
| [2021-12-13 17:58:45] |
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The basic problem is that the EUREX data feed does not provide a clear indication consistently at the end of a block of related trades to indicate the end. And we are also noticing some summary trades can consist of trades both on the bid side and ask side. Combining back into the original summary trade is not completely reliable with EUREX. We should not have this kind of trouble. There should never have been a problem to begin with. So it is clear fundamentally the EUREX T7 data feed has no clear support combine back into the original summary trade reliably like the CME MDP data feed does does. but the combined trades do not and remain off the rolled chart exactly by the adjustment value. Can you please correct that? Ok we understand. We can take care of this.
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