Posted: Jul 27, 2010 @ 04:50 AM             Msg. 1 of 1

Volume returned by SubscribeBars seems to be wrong for contracts traded at Eurex exchange (I'd checked FDAXU0(DAX), FGBMU0(EuroBOBL), FGBLU0(EuroBund)).

Simply check Volume of a daily-bar-chart against TotalVol in the Quotes-Tab. TotalVol seems to be the correct number (compared to Eurex) but the value in the chart is too small.
I also summarized all minute bars of a day and got a wrong Volume-sum too.
This is true for API and Trader.exe and both versions (3.4 and 3.5)!

what could be the reason?

regards,
-m