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Date/Time: Tue, 26 Nov 2024 08:40:06 +0000



Time&Sales data

View Count: 182

[2023-12-27 09:51:27]
User296664 - Posts: 3
Hello,
I noticed that SC Time&Sales window shows either "Ask Trade" or Bid Trade" lines. If I look at the data provided by other brokers, for example Interactive Brokers, I can see that besides those 2 types there are other trade types, like trades inside a spread which are neither Ask nor Bid trades. Also, some additional info is provided like trade source, etc.
Could you please explain how SC Time&Sales is interpreting the data received from the data feed?
[2023-12-27 17:12:03]
John - SC Support - Posts: 36286
The definition for how Sierra Chart determines a Bid or Ask Trade is defined at the following link:
https://www.sierrachart.com/index.php?page=doc/NumbersBars.php#BidTrade
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