Support Board
Date/Time: Fri, 27 Dec 2024 01:57:39 +0000
TD Ameritrade Bid/Ask data
View Count: 1976
| [2016-03-03 14:25:58] |
| User786203 - Posts: 18 |
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Hi, it says that TD Ameritrade does not provide bid/ask volume. However, I linked my account with them and I am getting data for Cumulative Delta Trades. Cumulative Delta Volume and Bid/Ask Difference bars. Is the info I am getting accurate or do I need a different feed? If I need a different feed which of the ones you are compatible with do you suggest? Thanks, Frank |
| [2016-03-03 18:13:23] |
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The reason you see historical Bid Volume and Ask Volume is because most of the historical data comes from the Sierra Chart Historical Data Service but the recent data does not. So there is an accuracy problem. You need to use this data feed: http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php 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 |
| [2016-03-03 18:22:57] |
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Bid Volume and Ask Volume will be created in real-time from the TD Ameritrade data feed as well, but there will be some inconsistencies with the historical Bid volume and Ask Volume. The most recent historical data will have no Bid or Ask Volume volume. So because of all of these inconsistencies is where the issue is. 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: 2016-03-03 18:23:37
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