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Date/Time: Fri, 26 Apr 2024 16:28:01 +0000

Post From: Technical Discussion: EUREX Bid Volume and Ask Volume

[2014-01-29 22:31:45] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Refer to these images comparing the Sierra Chart EUREX data feed to IQ Feed for the DAX March futures using the Cumulative Delta Bars-Volume study. http://www.sierrachart.com/image.php?l=1391032429393.png (IQ Feed) http://www.sierrachart.com/image.php?l=1391032445308.png (Sierra Chart EUREX data feed) It is not possible with how the EUREX data feed works to have completely accurate bid volume or ask volume. Therefore, what you see with IQ Feed is not "right or "correct". The Sierra Chart EUREX data feed provides a good result in this regard. And we contend that it is a better result because it uses a more consistent and stable calculation. 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 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: 2014-01-29 22:32:31