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Date/Time: Tue, 06 May 2025 16:57:50 +0000



Post From: Bid Price is above current price

[2024-12-20 07:54:37]
Sierra_Chart Engineering - Posts: 19434
This should now be resolved.

We see no packet loss at all processing the EUREX EOBI data feed, which can lead to this kind of problem. This is an order by order data feed, which can have this type of problem but there is an algorithm we have created which automatically corrects this problem but we see it was disabled and we enabled it now.

We have an improved algorithm we want to start testing. We will try to get to that this coming week.

The fact that this occurred shows, there has been some faulty data from EUREX. This was not a Sierra Chart issue. But we do have an algorithm that corrects it.
Sierra Chart Support - Engineering Level

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