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Direct MessagesDate/Time: Thu, 25 Apr 2024 07:49:57 +0000
Post From: Euro-Bund Futures (FGBL) vs Sierra Data feed
| [2022-09-27 07:55:13] |
| User828807 - Posts: 8 |
|
Hello guys, 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! Regards David |