Support Board
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 |