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Date/Time: Sun, 22 Dec 2024 21:51:24 +0000



Post From: Questions about Volume at Bid/Offer data..

[2014-11-26 03:47:17]
Sierra Chart Engineering - Posts: 104368
The determination of whether a trade is at the bid or ask is not provided by Ameritrade. It is determined by Sierra Chart using an algorithm.

It is explained here:
http://www.sierrachart.com/index.php?page=doc/doc_NumbersBars.php#Definitions

Whether it is accurate or not, depends upon whether you consider the method that Sierra Chart uses as valid. In our experience, it is reasonably accurate as can be.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing