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Date/Time: Fri, 29 Nov 2024 16:39:06 +0000
Post From: MARKET_DATA_UPDATE_TRADE_COMPACT AtBidOrAsk
[2017-01-24 13:17:14] |
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. |