Support Board
Date/Time: Sun, 29 Dec 2024 00:06:36 +0000
Post From: Number bars bid/ask data
| [2016-02-14 00:34:54] |
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Refer to the documentation here about this: https://www.sierrachart.com/index.php?page=doc/doc_NumbersBars.php#Definitions Time stamping in no way affects this and the documentation has been updated to explain this. Millisecond time stamping only is useful for those who want to know exactly at what millisecond a trade occurred at. The Sierra Chart equities data feed comes from Barchart. The determination of whether a trade is at the Bid or Ask depends upon comparison to the Bid and Ask prices. Barchart is in the process of migrating over to their new "Open Feed". From what we can tell this data feed is similar to an exchange feed. It is impossible for us to say how accurate or inaccurate bid volume and ask volume is with the Sierra Chart US equities data feed. It certainly is not 100% accurate and neither is IQ Feed. We do believe the new open feed will help. But to what extent we do not know. 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 Date Time Of Last Edit: 2016-02-14 00:35:39
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