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Direct MessagesDate/Time: Wed, 08 May 2024 14:21:12 +0000
Post From: EUREX data feed
| [2014-03-10 08:24:40] |
| MichaelS - Posts: 2 |
|
I know you already covered bid/ask volume in the sticky/locked thread, but it sounded like there was maybe only a slight discrepancy and perhaps your data was as accurate or even more accurate than IQFeed. Well I activated the EUREX feed yesterday, and I assume it's being used by SC platform because I have the [M] symbol on the chart. I am trying to get SC to replace Market Delta, so I use the number bars as my chart. Unfortunately the quality is shockingly poor. It's literally unusable. I cannot believe I am paying for this data. I have a demo account with another provider and the quality of that free data is far more accurate, to the point where I am watching Market Delta footprint with the demo feed and trading on SC. I don't know if this is the only thing, but as an example: the market is 35 bid 36 offered. 36 is lifted and goes bid, we're now 36 bid 37 offered. But nothing has traded 37 yet. Any further trades that hit the 36 bid are shown as trading on the offer at 36, even though it's bid. And it will continue to do this until 37 trades. It's like it doesn't realise it's now bid, even though it went bid 10 seconds ago. So every other price has inaccuracies, some small, some very large - see screenshot as example, SC shows 536 traded on the 35 offer whereas the demo/accurate feed shows most of that actually traded 35 when it was bid. An I know SC is wrong because I was watching the price as it was bid and SC kept adding to the offer side and I couldn't believe my eyes. So unless you can say you're definitely aware of this and have a plan to fix it, the feed is useless to me. If I am somehow not using your feed but my TT FIX instead then I apologise. |
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