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Date/Time: Sun, 22 Dec 2024 21:29:16 +0000



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

[2015-05-07 21:09:23]
Sierra Chart Engineering - Posts: 104368
In response to post #12, there are several things to be aware of.

The data feed Sierra Chart receives from TD Ameritrade, almost certainly is different compared to the data feed used in their own software.

TD Ameritrade does not indicate in the data feed that Sierra Chart uses, whether a trade occurred at the Bid or Ask. It is determined according to these rules:
https://www.sierrachart.com/index.php?page=doc/doc_NumbersBars.php#Definitions
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