Support Board
Date/Time: Sun, 22 Dec 2024 21:58:12 +0000
Post From: Questions about Volume at Bid/Offer data..
[2014-12-02 06:07:48] |
Sierra Chart Engineering - Posts: 104368 |
Then why in response #2 in this chain did you indicate that the Bid/Offer definition was based on an algo and not on where the trade occurred? The first part of the algorithm is a simple comparison of the trade price to the current Bid and Ask price.The remaining part of the algorithm is only relied upon if necessary. In our experience when Sierra Chart does not mark a trade correctly as at the Bid or Ask it has to do with incomplete or unsynchronized Bid and Ask data in relation to the trades, from the data feed. The most obvious case of this occurs with TT FIX. 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 |