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Date/Time: Sun, 22 Dec 2024 21:35:54 +0000



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

[2015-05-07 23:08:39]
Sierra Chart Engineering - Posts: 104368
The answer to post #19 is not an easy one because no stock data feed to our knowledge has any indication of whether a trade occurs at the bid or the ask and we also do not know whether the NYSE or NASDAQ exchanges even identifies this.

And how the TD Ameritrade software identifies that, we do not know.

You could use the Sierra Chart Exchange Data Feed and activate either the US Equities or BATS exchange and see how well it works for you. But in the end, you have to make your own decision what is going to work best. We do not know.

Here is information about the Sierra Chart Exchange Data Feed:
http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php
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