Tweet
Ok... I just noticed this thread here by another user BKeurbs . Similar issue, I think and same Eurex exchange.
http://forum.esignalcentral.com/show...threadid=12754
I will post what I see myself as well.
I like to play with volume charts and was tinkering around with 50k volume bars earlier. You can see in the pic below that there are alot of 50k vol candles for the Eurostoxx50 so far today (Eurex session) but if you look at the volume figure above... it's simply 100k or so.
I confirmed this 100k figure with the Eurex exchange delayed feed on their website. So it looks correct.
Look at the time and sales tho. It's been really busy even when filtered to only trades with 500 size and above.
Is there something wrong with the volume or is this some spread/rollover issue??
Pls see annotations on image.
Thanks
http://forum.esignalcentral.com/show...threadid=12754
I will post what I see myself as well.
I like to play with volume charts and was tinkering around with 50k volume bars earlier. You can see in the pic below that there are alot of 50k vol candles for the Eurostoxx50 so far today (Eurex session) but if you look at the volume figure above... it's simply 100k or so.
I confirmed this 100k figure with the Eurex exchange delayed feed on their website. So it looks correct.
Look at the time and sales tho. It's been really busy even when filtered to only trades with 500 size and above.
Is there something wrong with the volume or is this some spread/rollover issue??
Pls see annotations on image.
Thanks