Support Board
Date/Time: Thu, 09 Jan 2025 19:33:29 +0000
Post From: Cumulative data large difference on data feeds
| [2016-08-02 20:15:52] |
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On the Numbers Bars page in the Definitions section, we did add this new documentation in case you did not see it: EUREX Bid Trade / Ask Trade: In the case of EUREX symbols, the following method is how a trade is determined to be at the Bid or Ask price. In the case of exchange traded futures, although a trade must always occur at the Bid or Ask, based upon the transmission of the Bid/Ask data from the EUREX exchange, often there is no synchronization between this data and trades. This is why this special algorithm is used. If the last trade price is the exact same price as previously, then if this price is equal to the current known Bid price, then it is considered a Bid Trade. If this price is equal to the current known Ask price, then it is considered an Ask Trade. Else if the last trade is an uptick or was previously an uptick, then the trade is considered to be an Ask Trade. If the last trade is a downtick or was previously a downtick, then the trade is considered to be a Bid Trade. 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: 2016-08-02 20:18:55
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