Support Board
Date/Time: Sun, 16 Mar 2025 14:21:27 +0000
Post From: How is ask and bid volume determined from trade and quote data for US Equities?
| [2022-08-10 20:32:56] |
| Sierra_Chart Engineering - Posts: 18797 |
|
We have looked into this, and in the case of the Sierra Chart historical Intraday data for US equities, the determination of whether a trade occurred at the bid or ask is provided through the Open Feed from Barchart. And how it is determined from them, we do not know. It is also possible that that indication is not provided in which case our own processing determines that but whether we are getting the indication from our data provider or not we are not sure. It is not easy to figure out. It does take some effort to find out. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |