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Date/Time: Tue, 26 Nov 2024 04:51:15 +0000



Post From: Setting up rollover dates for bund future

[2014-04-05 13:22:33]
Bango - Posts: 76
I've found out that (and this apply only to Eurex data, no problem with CME's) even back adjusting IQfeed single contracts at the date rule recommended settings cannot match xx#C symbols back adjusted data.

Maybe there's an issue with calculations when it comes to Eurex data handling? Or IQfeed calculations are wrong.

Please check this out, I have to trust my data when volume profiling Eurex markets.

Thanks