Support Board
Date/Time: Fri, 29 Nov 2024 08:23:53 +0000
Post From: Time & Sales conflicting data
| [2023-02-28 01:32:32] |
| ShadowTrader2023 - Posts: 4 |
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Hi guys, I noticed I've got some conflicting info when comparing time and sales on TOS vs Sierra. See attached pic. Some of the ask prints are printing as bid prints, and vise versa. I've tried to align the rows as close as I could, but if you look at the time, price, and volume you'll see what I mean. Has anyone else noticed this? Also, another concern was seeing way more prints coming through on TOS vs. Sierra during trading day today. Both were filtered to 5 or greater, but TOS was following price action much more precise. I've tried to keep Sierra as simple as could be to optimize performance, even adjusting Milliseconds to no less than 40, hoping that might help, but no luck. Any input would be great, thanks. |
Attachment Deleted.  Time & Sales.png / V - Attached On 2023-02-28 01:18:47 UTC - Size: 95.47 KB - 65 views |