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Date/Time: Thu, 01 Dec 2022 00:40:02 +0000



Euro-Bund Futures (FGBL) vs Sierra Data feed

View Count: 92

[2022-09-27 07:55:13]
User828807 - Posts: 6
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
[2022-09-27 11:41:18]
Sierra_Chart Engineering - Posts: 5388
No definitely there is not a problem. All of the individual trade volume reported from the EUREX EOBI data feed, is correctly counted and recorded and transmitted.

Refer to:
Differences With Data and Chart Bars Between Services / Connections / Chart Types: 43.7 - Comparing Daily Volume to Intraday Chart Bar Volume
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
[2022-09-27 11:56:16]
User828807 - Posts: 6
Hello,
thanks a lot!!!You can close this thread now.
regards
David

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