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BAD tick for Eurex Bund

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  • BAD tick for Eurex Bund

    I have watched this on several occasions: when trading starts, the first trade(s) often are reported several times.

    See the T&S window in the attached screenshot: the first trade is reported 3 times, same time, same volume. This may happen (unlikely), but the total volume clearly shows it is wrong. See the volume in the quote window: it is 10646, while in the hourly chart the volume is shown as 13518. 13518 = 10646 + 2*1436.

    The screenshots of the Quote window and hourly chart were taken later than the T&S window.

    I reported this using the "Report a Bad Tick" feature of eSignal.

    regards

    Bernd Kuerbs
    Attached Files
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