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Date/Time: Wed, 04 Oct 2023 10:02:18 +0000

Post From: Eurex feed bid/ask volume

[2014-01-27 10:54:46]
ganz - Posts: 1048

thnx for the info
And although IQ Feed has developed a good reputation, the actual calculations of bid volume and ask volume do not come from the exchange, they do not come from IQ Feed, they come from Sierra Chart based upon last trade price data, and best bid and ask price data.
looks like NT is the source of the problem, imho