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Date/Time: Fri, 27 Dec 2024 12:10:32 +0000

Post From: Data file vs time/sales

[2015-05-12 04:03:19] Link To Thread - Link To Post [Go To First Post]
SgtJ - Posts: 154
In examining less then 10mins of a data file period I've found multiple instances of the time/sales window showing different values then what the data file has stored with respect to trades being above the offer or below the bid. In the attached picture only the red surrounded trade exists in the data file, the other 6 trades were not above the offer. I've included a 10min snippet of data. Please take a look.
0x Thank you
test.scid - Attached On 2015-05-12 04:00:21 UTC - Size: 126.77 KB - 367 views ts data.png / V - Attached On 2015-05-12 04:00:37 UTC - Size: 31.64 KB - 485 views