Date/Time: Wed, 04 Oct 2023 10:06:55 +0000
Post From: Eurex feed bid/ask volume
|Bob77 - Posts: 17|
Actually, I would really appreciate if you could go into more details.
Over the last months I have compared Iqfeed, TT, CQG and CTS T4 regarding EUREX bid and ask information, and have found differences between all of them.
Iqfeed have had a problem with this as well back in 2006 (see http://forums.iqfeed.net/index.cfm?page=topic&topicID=1333 )
Having a high quality reference feed directly from the exchange would be invaluable.