Support Board
Date/Time: Tue, 22 Apr 2025 22:48:36 +0000
EUREX Issue with DOM Displaying Bids Above Offers and at the Same Level
View Count: 152
| [2024-12-20 06:25:22] |
| User197029 - Posts: 52 |
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I am experiencing an issue where the DOM is displaying bids at the same price level as offers, as well as bids above the lowest offer. This anomaly has been observed in both FESX (SC-Symbol: FESXH25-EUREX) and DAX futures. see attached FESX screenshot. I am on SC 2720 using SC for EUREX data. Can you check please? Date Time Of Last Edit: 2024-12-20 07:01:38
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 20-12-2024--072257.png / V - Attached On 2024-12-20 06:23:30 UTC - Size: 24.68 KB - 40 views |
| [2024-12-20 07:55:29] |
| Sierra_Chart Engineering - Posts: 19305 |
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This should now be resolved. We see no packet loss at all processing the EUREX EOBI data feed, which can lead to this kind of problem. This is an order by order data feed, which can have this type of problem but there is an algorithm we have created which automatically corrects this problem but we see it was disabled and we enabled it now. We have an improved algorithm we want to start testing. We will try to get to that this coming week. The fact that this occurred shows, there has been some faulty data from EUREX. This was not a Sierra Chart issue. But we do have an algorithm that corrects it. 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 |
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