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Date/Time: Sun, 12 Jan 2025 04:10:29 +0000



Post From: Why is the Bid Volume and Ask Volume drastically different for ES mini?

[2017-01-25 16:13:20]
User484986 - Posts: 4
Comparing Tradestation and Sierra Charts data for Bid and Ask Volume for the day, they are drastically different. For example, TS is reporting 368,310 ask volume and Sierra 215,713; bid volume in TS is 223,320 and 204,356 in Sierra.

Also total volume for the day is off with TS having more than 160,000 more total volume as this point.

Can someone explain the reason for the difference?
Date Time Of Last Edit: 2017-01-25 16:49:19