Date/Time: Wed, 04 Oct 2023 09:57:34 +0000
Post From: Eurex feed bid/ask volume
Sierra Chart Engineering - Posts: 104368
The bid volume and ask volume problem with the EUREX feed is taking longer than expected to get resolved.
Unlike with the CME feed, we get the EUREX data feed from a data provider who gets the data feed from a CQG multicast feed. We have requested that we get the raw CQG feed so that we can code directly to it. While we are not 100% certain this will resolve the problem, there is a good chance it will at the very least substantially resolve the problem. Before they do this, they are looking into some things on their side, and as of yet we do not have a definite answer about this.
There still are other possibilities to solve the problem.
On the Sierra Chart account control panel page where the EUREX feed is enabled, we have put a notice that the bid volume and ask volume are not completely accurate, for the time being.
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:
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: 2014-01-20 00:39:02