Support Board
Date/Time: Sun, 22 Dec 2024 21:36:11 +0000
Post From: Questions about Volume at Bid/Offer data..
| [2014-12-01 18:01:36] |
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How Bid Volume and Ask Volume are determined has been documented in the Sierra Chart documentation for years. The general explanation is that if the trade occurs at the bid price or lower it is a Bid trade and if the trade occurs at the ask price or higher it is an Ask trade. We did update the documentation with additional details but the general logic has always been documented. It is very unusual that a data feed would indicate whether a trade occurs at the bid or ask. Almost none of them do this. The only cases are what we describe in post #4. So what is the purpose of post #5. Obviously the answer is Rithmic does not provide this. 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: 2014-12-02 06:05:51
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