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Date/Time: Thu, 28 Mar 2024 08:56:34 +0000



Post From: Delta difference vs IQFeed on Eurex FGBL - RT data feed

[2014-01-23 15:57:04]
Sierra Chart Engineering - Posts: 104368
1. No, there are no refunds as stated. If we were to give a refund, we would lose money. We have to pay for this data feed ourselves and also the exchange fees. Do you think the exchanges are going to refund the exchange fee? There is no chance of that. Nevertheless, we will ask management about a refund of the data fee but it is doubtful they would do that. And once again there is no chance of a refund of exchange fees at all.

2. However, the data feed does work properly with its basic functions and it is not fair to call it useless. You find it useless with what you are doing with it. It does provide accurate price and volume data.

There is a slight problem with the timing of the bid and ask prices in relation to trades which has to do with the source CQG feed which is causing a specialized calculation to not always be completely accurate but this type of calculation which gives you bid volume and ask volume inherently is prone to issues unlike the CME data feed which provides a clear indication of whether a trade occurs at the bid or ask because the CME indicates this.

3. This is not considered a beta data feed. The issue with bid volume and ask volume we did not know about it ahead of time. It only has recently come to our attention. What we were testing before release is to make sure the data feed provides accurate price and volume data which it does. The primary issue that users of other EUREX feeds were experiencing was incomplete price and volume data.

minor differences when charting volume bars, indicating timing differences.
Also, we are not aware of any timing differences.

4. And once we realized this problem will take some time to resolve because it may also require CQG solving a problem on their side, we have indicated now by the exchange fee option on the page for enabling exchanges, that the bid volume and ask volume for EUREX is not entirely accurate.

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:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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Date Time Of Last Edit: 2014-01-23 16:15:39