Support Board

Date/Time: Fri, 19 Apr 2024 05:41:56 +0000

Post From: Setting up rollover dates for bund future

[2014-04-05 13:22:33] Link To Thread - Link To Post [Go To First Post]
Bango - Posts: 76
I've found out that (and this apply only to Eurex data, no problem with CME's) even back adjusting IQfeed single contracts at the date rule recommended settings cannot match xx#C symbols back adjusted data. Maybe there's an issue with calculations when it comes to Eurex data handling? Or IQfeed calculations are wrong. Please check this out, I have to trust my data when volume profiling Eurex markets. Thanks