Support Board
Date/Time: Fri, 09 May 2025 23:50:13 +0000
Sierra Chart Real-Time and Historical Exchange Data Feed
View Count: 1204
| [2014-04-23 11:18:12] |
| User78745 - Posts: 38 |
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Dear, I subscribed to Sierra Chart Real Time Futures Data Feed for Eurex. I noticed something weird regarding volume figures ( should be the same for ask & bid volume too). When I compare the Eurex data Feed Exchange (website) & Sierra Chart Real Time Data Feed, we can notice a big difference between Eurex Echange data Feed (website) & SC. You could find attached two pictures of what I am saying. The différence is 14350 contracts which it represents an error of 7,35%. Could you please explain this huge difference ? Regards, |
| [2014-04-23 11:19:40] |
| User78745 - Posts: 38 |
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Sorry, data feed pictures
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 Eurex Exchange Vol.jpg / V - Attached On 2014-04-23 11:18:58 UTC - Size: 10.6 KB - 370 views Eurostoxx Vol Sierra Data Feed.jpg / V - Attached On 2014-04-23 11:19:19 UTC - Size: 34.57 KB - 362 views |
| [2014-04-23 11:21:19] |
| User78745 - Posts: 38 |
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When I compare the two data feed I started to sum from 8 à clock (starting future session) & 12.30. Regards, |
| [2014-04-23 17:24:38] |
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When I compare the Eurex data Feed Exchange (website) & Sierra Chart Real Time Data Feed, we can notice a big difference between Eurex Echange data Feed (website) & SC.
For an explanation about the difference, refer to help topic 43.7: https://www.sierrachart.com/index.php?l=doc/helpdetails43.html#h43.7 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: 2014-04-23 18:42:46
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