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Date/Time: Tue, 21 Jan 2025 07:38:30 +0000



Order Type

View Count: 767

[2018-07-31 14:53:47]
User479733 - Posts: 1
Hi there,

I am using numbers bars and time and sales to track order flow.

Other than knowing whether a trade took place at the bid or the ask using time and sales, is it possible to find out whether the trade was a buy limit or a buy stop limit? Or is the data too limited to provide this information?


Thanks
[2018-07-31 15:42:52]
User515395 - Posts: 3
Every trade/ number you see on these 2 tools are market orders by nature. You should dig a bit deeper on DOM basics it´s not really a question for here imo.

Also possible I get your question wrong..
[2018-07-31 17:42:03]
Sierra Chart Engineering - Posts: 104368
In the futures markets, a completed trade which is indicated through Numbers Bars is going to consist of a resting limit order and either matched to a market order or to a limit order at the same price but opposite side.

A stop limit order, effectively becomes a limit order once the stop is triggered. There is no way to know it was originally a stop.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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