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

[2014-11-27 03:36:12] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
So, this is quite a revelation to me as your algorithm can't be as accurate as the actual data I'm seeing in Ameritrade's T&S window..No? We have no way of knowing. We do know the algorithm is well-designed. while your T&S window was showing it as "Traded on the Offer". The most likely explanation for this is incomplete Bid and Ask data with the data feed provided to Sierra Chart. There is no doubt you are using a completely different data feed in the Ameritrade software. Could this be attributable to the fact that Ameritrade was registering trades in .001(at times) while I had my Sierra Chart tick size set to .01? No. So this brings up the obvious question, why aren't you able to utilize the actual data recorded by Ameritrade?..why the need for an Algorithm? The interface Ameritrade provides to Sierra Chart does not indicate whether a trade occurred at the bid or ask price. Only the Sierra Chart CME data feed, and CTS T4 pprovide indications of whether a trade occurs at the Bid or Ask. 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 Date Time Of Last Edit: 2014-11-27 03:36:51