Support Board
Date/Time: Mon, 26 Oct 2026 08:04:13 +0000
FESX data feed issue: incorrect offer volumes in DOM
View Count: 35
| [2026-10-26 07:06:58] |
| User197029 - Posts: 71 |
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I am on SC 2976. There is a market depth data feed issue with FESX (EURO STOXX 50 futures) today. The offer/ask volumes displayed in the DOM further up are incorrect, with unusually low quantities across many price levels, as shown in the attached screenshot. Could you please check whether there is an issue with the feed? |
 26-10-2026--080338.png / V - Attached On 2026-10-26 07:05:50 UTC - Size: 20.49 KB - 6 views |
| [2026-10-26 07:19:55] |
| Sierra_Chart Engineering - Posts: 25276 |
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How do you know they are incorrect. There is no indication of any problem from our side. Everything shows the data feed is working perfectly correctly. If another Data Feed shows different values, for the same price level, then this would be a problem on the EUREX side and we do not know which Data Feed would be right. We would have to believe that the data feed that Sierra Chart is providing is correct because it is the lowest level Data Feed available from EUREX. We are the only ones who even offer this Data Feed, to retail customers. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-10-26 07:27:55
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| [2026-10-26 07:32:33] |
| User197029 - Posts: 71 |
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I have been trading FESX for 10 years and am very familiar with its order book. The offer quantities shown in Sierra Chart are clearly abnormal. This is not simply a case of the market looking quieter than usual. I also checked NinjaTrader, which shows materially different offer quantities. Please see the attached screenshot. I cannot identify whether the cause is at EUREX, in the feed, or locally in Sierra Chart, but dismissing the issue because the feed appears operational does not explain what I am seeing. Could you please investigate further and advise what information you need from me? |
| 26-10-2026--083122.png / V - Attached On 2026-10-26 07:32:14 UTC - Size: 21.4 KB - 2 views |
| [2026-10-26 07:52:32] |
| Sierra_Chart Engineering - Posts: 25276 |
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Could not be on the Sierra Chart side. We are dismissing the issue.. We have no control over it at all. We are definitively not going to investigate this at all. That is a massive massive request . Looking into market depth data on an order by order data feed. This is a huge research request, that takes days. We are just not going to do that and there have been no changes at all on the server side. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-10-26 07:55:25] |
| Sierra_Chart Engineering - Posts: 25276 |
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Actually we do know what the problem is at least in general. We are correct there is no problem on the Sierra Chart side, thinking about the actual processing of the EUREX Data Feed since no changes have been made. But we likely know what is leading to the problem. We will resolve that.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-10-26 07:55:47
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| [2026-10-26 08:02:01] |
| Sierra_Chart Engineering - Posts: 25276 |
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If the change we applied just now did not resolve it, then there is nothing we can do. It is not an issue on the Sierra Chart side. We did not think so originally, and our conclusion was originally correct. Although we considered another possibility which should not have been a problem but after making a change related to that possibility there was no change in the result. In any case, it is really impossible for us to investigate. There is nothing we can do. Once again this is not a Sierra Chart issue. That we are certain of Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-10-26 08:03:17
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