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Date/Time: Fri, 29 Nov 2024 16:52:48 +0000

Post From: MARKET_DATA_UPDATE_TRADE_COMPACT AtBidOrAsk

[2017-02-02 21:57:54] Link To Thread - Link To Post [Go To First Post]
DTC Engineering - Posts: 320
We apologize for the delay. We are just looking at this now. Within Sierra Chart, all trades are considered either at the Bid or Ask and there is no way to specify in between. This is also not supported with the DTC Protocol other than by using BID_ASK_UNSET. However, Sierra Chart is still going to determine whether the trade is at the bid or ask based on an algorithm.
0x Thank you