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Date/Time: Sun, 16 Mar 2025 13:01:27 +0000



Post From: How is ask and bid volume determined from trade and quote data for US Equities?

[2022-08-03 03:01:23]
Sierra Chart Engineering - Posts: 104368
We cannot answer these questions unless we know what symbol you are asking about.

You are making reference for one method to estimate whether a trade occurred at the bid or ask and this is just an estimate and it is not accurate. It is just not accurate.

So therefore put no reliance upon it. Accurate bid or ask volume only exists for the CME Group, EUREX, NASDAQ TotalView, and CFE. Everything else is just an estimate and should not be relied upon.
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: 2022-08-03 03:02:00