Support Board
Date/Time: Fri, 29 Nov 2024 17:43:34 +0000
Post From: Study which shows Trades above Ask or Below Bid
| [2023-01-08 19:25:06] |
| aviat72 - Posts: 36 |
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You are correct that it is likely an artifact of how the data is being reported. T&S will show trades above ask/below bid. Graphics Settings: Time and Sales: Above Ask Trades Background Can we get a study configuration to detect what is being shown the T&S. There is may be a technical explanation for that. Market orders are expected to get precedence over everything else in the order matching engine. So when the market orders come they will lift the resting orders in the book. . From the point of sequencing of time-stamps its its likely that the timestamp of the bid/ask updates will be behind the market order execution, which then results in the artifact being discussed. |