Support Board
Date/Time: Thu, 09 Jan 2025 19:53:20 +0000
Post From: Cumulative data large difference on data feeds
| [2016-07-30 19:59:39] |
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I can't understand why you are saying the above comment. How can EUREX trades occur between the quoted bid and ask prices? Trades either go at bid or at offer, they can never be in between in a central exchange market like futures? You seem to be blaming data feeds all the time but is it really a data feed issue? I have my doubts. It is primarily related to the data feed, and the fact that the data feeds do not pass through the necessary data from the exchange for accurate bid volume and ask volume determination. There is also the particular algorithm being used to determine the bid volume and ask volume in real time and with historical data. There is a good algorithm which is used with CQG and the Sierra Chart Exchange Data Feed. We definitely do not recommend Rithmic for EUREX because there are too many associated problems with that and we will not go into details on that. It is far too long and complex of a technical discussion. We disfavor Rithmic. You will need to use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed Or use CQG: CQG Trading Platform Service When using CQG you must update to the latest version of Sierra Chart to use the proper algorithm. 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: 2016-07-30 20:00:38
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