Support Board
Date/Time: Tue, 18 Mar 2025 17:35:47 +0000
Euro-Bund Futures (FGBL) vs Sierra Data feed
View Count: 737
| [2022-09-27 07:55:13] |
| User828807 - Posts: 8 |
|
Hello guys, just a quick question related to data not matching. While I am looking at the daily volume of FGBL Futures in the Sierra data feed, it doesn't match the total volume on EUREX.Example below: 19.9 Eurex 352K Sierra 335K 21.9 Eurex 760K Sierra 718K 23.9 Eurex 1098K Sierra 1057K So it seems that there is always some missing volume in Sierra Data Feed. I just wanted to let you know and ask if I should be worried these things at a time when I'm trading in the market using number bars? Many thanks for your support! Regards David |
| [2022-09-27 11:41:18] |
| Sierra_Chart Engineering - Posts: 18824 |
|
No definitely there is not a problem. All of the individual trade volume reported from the EUREX EOBI data feed, is correctly counted and recorded and transmitted. Refer to: Differences With Data and Chart Bars Between Services / Connections / Chart Types: 43.7 - Comparing Daily Volume to Intraday Chart Bar Volume 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-09-27 11:56:16] |
| User828807 - Posts: 8 |
|
Hello, thanks a lot!!!You can close this thread now. regards David |
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