Support Board
Date/Time: Mon, 10 Feb 2025 01:20:32 +0000
Post From: Time And Sales Bid Size / Ask Size Studies Not Working
| [2020-08-12 21:57:11] |
| |
|
But you do raise a good point about the color settings for trades above the Ask and below the Bid. Those were added a very long time ago, maybe in response to a request, or an observation. They really should be removed altogether, we will do that, because with all of our knowledge and experience, these types of comparisons are inherently faulty. There simply is no guaranteed synchronization between the trades and the bid/ask data to reliably do these comparisons. When a trade is identified to be at the bid or ask, and this is the only kind of determination which should be done, on our own source data feeds, we normally have an indication of this from the exchange. Otherwise, there is only an estimation being made. It is only relevant to indicate whether a trade occurred at the bid or the ask. There really is no such thing as a trade occurring between the bid or ask. That is something which is only observable in a subsequent price stream which is not delivering full bid/ask data. 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: 2020-08-12 21:58:15
|