Support Board
Date/Time: Fri, 27 Dec 2024 16:17:56 +0000
Post From: Delta inaccuracies on stock subcent fills.
| [2016-04-06 08:39:06] |
| gomifromparis - Posts: 244 |
|
Hi, Here's a couple executions on MSFT, you see they're executed between the best bid and ask. However sierra always reports them as sells Wouldn't it be more appropriate the split the volume on the buy and sell sides ? Datafeed is IQ Thanks |
 executions.png / V - Attached On 2016-04-06 08:36:27 UTC - Size: 58.2 KB - 278 views negativedelta.png / V - Attached On 2016-04-06 08:36:36 UTC - Size: 34.58 KB - 263 views |