Support Board
Date/Time: Mon, 21 Apr 2025 13:56:27 +0000
Post From: Time and Sales Above Ask or Below Bid
| [2025-03-12 18:15:11] |
| blt - Posts: 59 |
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...@User512353 ... "It is Sierra Chart which determines whether a trade is at the Bid or Ask with some exceptions. One exception is CME (Chicago Mercantile Exchange) data using the Sierra Chart Exchange Data Feed or when using Rithmic. In these cases, it is the exchange which indicates whether a trade is at the Bid or Ask. All trades need to happen at the Bid or Ask when trades are executed on an exchange. Therefore, the concept of a trade between the Bid or Ask or trade above or below the Bid or Ask prices is due to a lack of Bid and Ask updates." ... ...Personally I am a bit afraid to ask clarification for my example above ...need to know who is "aggressor" |