Support Board
Date/Time: Wed, 05 Feb 2025 11:39:49 +0000
Post From: Cumulative Delta issue
| [2020-03-09 09:00:18] |
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In the case of CQG whether a trade is at the bid or ask is simply determined by comparing the last trade price to the current bid or ask. So if the market is very active the question is whether the exchange is transmitting the latest bid and ask data at every trade. Even the CME has problems with this. We do not know much about the technology of Asian exchanges but if they are developing their own stuff, not to speak poorly of them, but they may not do a very good job with it. But we see that you are referring to a Japanese exchange so maybe they have good technology. We really do not know. So we tend to think the issue probably lies with the exchange but maybe CQG. We really do not know. For more information about this, refer to the Definitions section here: Numbers Bars: Definitions For the record our own order matching processor and Market data generation from that, does not have this kind of issue. This is something we plan to release as a simulated exchange and would be the foundation of a contract exchange. 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 Date Time Of Last Edit: 2020-03-09 09:01:34
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