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Date/Time: Thu, 28 Nov 2024 12:40:14 +0000



Post From: BID_ASK_TRADE_SYNC question

[2023-05-04 11:11:29]
Sierra_Chart Engineering - Posts: 17201
No this is not going to be the case:
so this recording mode would make a new bar every time the bid or ask quantity updated.
This recording mode has no consideration of the Bid or Ask quantity.

If you need to know the quantities, you must rely upon the market depth data:
Market Depth Data File Format

Sierra Chart already records file market depth data through these files. You can read the file and do whatever you need with the data.
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
Date Time Of Last Edit: 2023-05-04 11:11:56