Support Board
Date/Time: Sat, 28 Dec 2024 23:52:56 +0000
Post From: Number bars bid/ask data
| [2016-02-14 02:19:23] |
| Neo - Posts: 198 |
|
Thanks, I've read the documentation however still seek some further clarification. If for example a snippet of the order book for AAPL was as follows: 99.9 50 99.8 100 99.6 200 99.5 1000 * See pic When the last trade occurred 11:59:59 @99.7 and then the tape went as follows: 12:00:00:01- 200 @ 99.6 Bid 12:00:00:03- 100 @ 99.8 Ask 12:00:00:06- 1000 @ 99.5 Bid 12:00:00:09- 50 @ 99.9 Ask So there were 1350 units traded in 1 second: 1200 on the bid side & 150 on the ask side. While price ticked up 0.02 How would this be displayed in Sierra Chart? Date Time Of Last Edit: 2016-02-14 02:25:13
|
Attachment Deleted. |
book.png