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Date/Time: Fri, 29 Nov 2024 16:37:58 +0000

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MARKET_DATA_UPDATE_TRADE_COMPACT AtBidOrAsk

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[2017-01-24 13:17:14] #1 [Go To First Post]
User273234 - Posts: 2
How to tell SierraChart via DTC protocol that last trade is happened between bid and ask (spread trade)? AtBidOrAsk enum has BID_ASK_UNSET value and im trying to use it. However - this value is overriding somewhere inside platform (based on nearest level1 side i think) and on Time and Sales window in SierraChart all received trades with BID_ASK_UNSET shown as asktrade or as bidtrade which is incorrect. Also after exporting tick data to text i see that all trades have bidsize or asksize sizes set which is also incorrect representation of incoming tick stream.

[2017-01-26 20:23:56] #2 [Go To First Post]
User273234 - Posts: 2
Anyone here from DTC team to help?

[2017-02-02 21:57:54] #3 [Go To First Post]
DTC Engineering - Posts: 320
We apologize for the delay. We are just looking at this now. Within Sierra Chart, all trades are considered either at the Bid or Ask and there is no way to specify in between. This is also not supported with the DTC Protocol other than by using BID_ASK_UNSET. However, Sierra Chart is still going to determine whether the trade is at the bid or ask based on an algorithm.

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