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Date/Time: Tue, 21 May 2024 05:34:59 +0000



Post From: Sierra Chart Real-Time and Historical Exchange Data Feed

[2014-04-23 11:18:12]
User78745 - Posts: 38
Dear,

I subscribed to Sierra Chart Real Time Futures Data Feed for Eurex. I noticed something weird regarding volume figures ( should be the same for ask & bid volume too).

When I compare the Eurex data Feed Exchange (website) & Sierra Chart Real Time Data Feed, we can notice a big difference between Eurex Echange data Feed (website) & SC.

You could find attached two pictures of what I am saying.

The différence is 14350 contracts which it represents an error of 7,35%.

Could you please explain this huge difference ?

Regards,