Date/Time: Tue, 07 Feb 2023 14:59:38 +0000
Post From: Euro-Bund Futures (FGBL) vs Sierra Data feed
|User828807 - Posts: 6|
just a quick question related to data not matching. While I am looking at the daily volume of FGBL Futures in the Sierra data feed, it doesn't match
the total volume on EUREX.Example below:
19.9 Eurex 352K Sierra 335K
21.9 Eurex 760K Sierra 718K
23.9 Eurex 1098K Sierra 1057K
So it seems that there is always some missing volume in Sierra Data Feed. I just wanted to let you know and ask if I should be worried
these things at a time when I'm trading in the market using number bars?
Many thanks for your support!