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Date/Time: Tue, 03 Feb 2026 05:47:45 +0000



Post From: Fast price movement, no depth data

[2017-02-08 19:21:00]
Usermb - Posts: 126
Please see the attached screenshots, there is no depth data for FDAX at multiple levels when the prices moves very fast.
Is this normal and to be expected?

Using the real time Sierra data feed + Eurex with depth
imagefdax-no-depth-1.png / V - Attached On 2017-02-08 19:20:08 UTC - Size: 19.34 KB - 374 views
imagefdax-no-depth-2.png / V - Attached On 2017-02-08 19:20:15 UTC - Size: 22.91 KB - 369 views