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Direct MessagesDate/Time: Wed, 08 May 2024 16:02:01 +0000
Post From: EUREX data feed
| [2014-03-12 00:22:45] |
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The comparisons we have done between the Sierra Chart EUREX data feed and IQ Feed use the Cumulative Delta Bars study. Here is a comparison for today: http://www.sierrachart.com/image.php?l=1394583608794.png (IQ Feed) http://www.sierrachart.com/image.php?l=1394583312848.png (Sierra Chart data feed) To us in these particular charts, the Sierra Chart data feed produces a more "reasonable" result. This is not always the case on different days. Sometimes it looks as though at certain points in the chart IQ Feed looks like it is a more reasonable result. But overall, the two graphs are very similar to each other. Will be providing more details, later in the evening. The main point is that Sierra Chart data feed uses up ticks and down ticks to identify ask traded volume and bid traded volume. We described this in the thread linked below. This is the only 100% stable and consistent method that can be applied to EUREX data. There is another technique we could use and we will comment on that. This is the original discussion thread: Technical Discussion: EUREX Bid Volume and Ask Volume And for the record, what you are talking about is data derived off of the data feed and not actual exchange data. The last trade, bid, ask prices and volume data provided by the Sierra Chart data feed is 100% perfect. It is provided as it is from the exchange and there is no room for any error here. Your comments cannot be considered fair because what you are talking about is data that is derived from the data feed which cannot be reliably done with EUREX. This has been very well established by us in our technical discussion. 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: 2014-03-28 08:01:36
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