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Date/Time: Sun, 22 Dec 2024 14:07:10 +0000



Post From: Accurate NYSE TICK Data

[2015-06-25 16:28:58]
Sierra Chart Engineering - Posts: 104368
What we are working on now is that if the bid/ask is above/below the last trade price (bid > last trade or ask < last trade), and if so count that as an up/down tick. The bid/ask then becomes the new last price for the next calculation. Trades are still used as before (above/below last price).

The change provides a TICK with generally the same shape, but the extremes are more extreme.

The question is, is this more "accurate". That is up for debate.
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:
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Date Time Of Last Edit: 2015-06-25 16:29:41