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Date/Time: Sun, 28 Apr 2024 21:49:04 +0000



Post From: Eurex feed bid/ask volume

[2014-01-07 13:16:18]
gfs117 - Posts: 24
I've been looking at the Time and Sales window for the bund (FBGL) and I've noticed that some trades are incorrectly labeled as bid trades or ask trades. This happens for instance when a large buy order takes out all the contract on the ask and the rest of the order becomes the best bid. These trades are incorrectly labeled as bid trades instead of ask trades.

Could you look into that please?