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Date/Time: Fri, 07 Feb 2025 00:08:28 +0000



Post From: Denali datafeed - order flow

[2020-05-11 23:55:21]
Sierra Chart Engineering - Posts: 104368
First:

Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this:
Tick by Tick Data Configuration

And refer to the Definitions Section here:
Numbers Bars: Definitions

How Bid Volume and Ask Volume is determined is 100% accurate with the Sierra Chart/Denali Exchange Data Feeds.

I was wondering if I could enable the old SC Exchange Data Feed temporarily as my data feed (instead of Denali) to test it out and see if this difference might be related to Denali.
The data feeds are the same.

it is more likely that the data feed from CQG reflected better what was happening in the order flow for GC.
No this is definitely not the case.
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