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Date/Time: Tue, 26 Nov 2024 05:49:24 +0000



Post From: Numbers bar study bid - ask split incorrect behaviour

[2014-03-14 00:50:01]
Sierra Chart Engineering - Posts: 104368
The reason is because Sierra Chart uses up ticks and down ticks to establish bid trade volume and ask trade volume for the EUREX:
Technical Discussion: EUREX Bid Volume and Ask Volume

This produces a more accurate Cumulative Delta Bars study.

The data feed from the EUREX is unusual compared to other data feeds and requires special handling.



There is another algorithm we want to try and we will try to get to it as soon as we can.


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: 2014-03-14 00:50:27