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Date/Time: Fri, 27 Dec 2024 15:37:59 +0000
Post From: Delta inaccuracies on stock subcent fills.
[2016-04-07 08:21:25] |
gomifromparis - Posts: 244 |
OK so I'm running a couple of tests, here's a case, Facebook, yesterday, 11:45:49.998 , price 113.3130 Datasource IQ Execution is between bid/ask, price went down (113.3150 to 113.3130), bid went down (113.31 to 113.30) According to the rule "3. The trade occurred between the Bid and the Ask and the Trade direction is a downtick and the Bid direction is a downtick.", shouldn't it be considered a downtick ? However sierra reports an uptick (see pic) |
sierrafb.png / V - Attached On 2016-04-07 08:20:38 UTC - Size: 59.17 KB - 265 views |