Support Board

Date/Time: Sat, 20 Apr 2024 06:09:01 +0000

Post From: Eurex end of day volume data

[2013-04-09 10:41:42] Link To Thread - Link To Post [Go To First Post]
Marmany - Posts: 301
I find strange values for volume on Daily chart for Eurex contracts. For example FGBLM3 shows Date / DailyChartVol /15minChartVolsummed 8th Apr / 598166 / 480041 5th Apr / 598166 / 682331 4th Apr / 843052 / 655273 Using TransAct for intrady and historical feed.Sierra V961. Other exchanges show slight differences as expected due to different new day start time but not of this magnitude.(On 2 other occasions identical volume reported on cosecutive days over last few weeks) Please advise if there is a way to recitify the Eurex daily volume. Date Time Of Last Edit: 2013-04-09 10:43:29