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»Forums Index »Archive (2017 and earlier) »Data and Content Support »EUREX volume

Author	Topic: EUREX volume (3 messages, Page 1 of 1)
andreua -Interested User- Posts: 4 Joined: Dec 14, 2007	Posted: Dec 14, 2007 04:48 AM Msg. 1 of 3 Hello. Im using DTN IQFeed with Sierra Chart. The daily volume for eurex EX (stoxx) and BD (bund) futures is less then official on Eurex site. I did historical backfill, and realtime data fill, all are the same. Any suggests? Thanks
Stan S -DTN Guru- Posts: 256 Joined: Apr 13, 2006	Posted: Dec 14, 2007 08:00 AM Msg. 2 of 3 Hi Andreua, The daily volume is a calculated volume for most exchanges. Every tick we receive has a volume & we keep a running total through out the day & that is what you see on your screens. The offical volume is what receive from the exchange, at the end of trading. I have sent your request to our Market Integrity dept to see if I can get a better or more detailed answer for you. I will post anthing else I find out for you. \ THANKS Stan We could learn a lot from crayons: some are sharp, some are pretty, some are dull, some have weird names, and all are different colors but they all have to learn to live in the same box.
andreua -Interested User- Posts: 4 Joined: Dec 14, 2007	Posted: Dec 14, 2007 08:35 AM Msg. 3 of 3 Thanks, Stan It's not only vary at the end of the day, but also through the day. I receive two data from IQ, the first is on my price chart (volume, ticks), and the second is current info about todays session (open, high, low, inside quotes and voume of the day). And this volume is lower than volume on price chart.