Support Board

Date/Time: Thu, 16 May 2024 17:58:18 +0000

Post From: Data discrepancy between Denali and CQG

[2020-08-10 00:23:54] Link To Thread - Link To Post [Go To First Post]
User806682 - Posts: 10
Hi folks, At the open of today's trading session (8/9/2020) for the e-mini S&P U contract (september) the Denali data shows 346x14 at the 3347 price level. The 346 contracts traded on the bid when the market opened, and then 14 contracts traded on the ask at the same price level 3347. On the other hand CQG data reports that 0x360 traded at the open at the same price level. Could you help me understand why there is data discrepancy between both feeds? Thanks.