Support Board
Date/Time: Mon, 25 Nov 2024 12:34:24 +0000
CQG and TTnet comparison
View Count: 3169
| [2014-01-31 20:06:22] |
| User025902 - Posts: 8 |
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Good afternoon, I have tried to compare CQG data from Ninjatrader to TTnet data in Sierrachart and I have found big differences in TIME and Sales window. I am enclosing screen of it and asking how it´s possible to have two different Time and Sales. I understand it´s Ninjatrader, however which data are correct? Many thanks for your help Regards Jakub Malchar P.S. : The differences were seen in NumberBars too(footprint) http://www.sierrachart.com/image.php?l=139119872884.png |
| [2014-01-31 21:06:48] |
| User025902 - Posts: 8 |
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Just to clarify my needs.. The huge difference is in the type of price. Red are Bid Green are Ask As you can see, in TTNet 3524.5 ( Volume 3 ) is Bid Trade, but in Ninjatrader it´s Ask Trade |
| [2014-02-04 02:46:17] |
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The identification of whether a trade occurred at the Bid or the Ask is not always accurate when using TT FIX. This has to do with the timing or completeness of the Bid and Ask data updates.
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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