Support Board
Date/Time: Tue, 07 Jan 2025 20:34:38 +0000
AskBid difference study question
View Count: 1115
| [2016-07-04 10:06:56] |
| User514370 - Posts: 62 |
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Hello, I´m little bit confused by what I´m sometimes getting from AskBid difference study. Please, see the attached image, yellow rectangle. AskVol is 45339, BidVol 43160, but price went down from open at 49,09 to 48,41. Price movement is in contrary to what´s happening on Ask/Bid. May I ask you about your idea about this? Thank you indeed!
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 sierra_ask_bid_diff.PNG / V - Attached On 2016-07-04 10:06:28 UTC - Size: 3.9 KB - 240 views |
| [2016-07-04 10:31:17] |
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Make sure Sierra Chart is set for a tick by tick data configuration: https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php Although that is not likely to make much difference. Otherwise, what you see is accurate. What is the symbol of the chart? 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 |
| [2016-07-04 10:35:41] |
| User514370 - Posts: 62 |
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I believe my Tick data are set correctly. Also, I´m getting data from NYMEX. Symbol is CLQ16. Please, check if it´s ok on your side and let me know. Thank you! |
| [2016-07-04 11:01:51] |
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What is the timeframe or period per chart bar?
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 |
| [2016-07-04 12:02:56] |
| User514370 - Posts: 62 |
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M60
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| [2016-07-05 02:18:19] |
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This is what we see: http://www.sierrachart.com/image.php?Image=1467684981295.png 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 |
| [2016-07-05 08:22:47] |
| User514370 - Posts: 62 |
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OK, I marked yellow boxes in your file. Please, go through it and let me know. Date Time Of Last Edit: 2016-07-05 08:23:15
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| askbid_sch.PNG / V - Attached On 2016-07-05 08:23:11 UTC - Size: 196.04 KB - 265 views |
| [2016-07-05 10:59:15] |
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We know the data is accurate. Whether it makes sense or not, is another question. This is what we see when using IQ Feed: http://www.sierrachart.com/image.php?Image=1467716319275.png The SC Data Feed will be more accurate. 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 |
| [2016-07-05 11:06:12] |
| User514370 - Posts: 62 |
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OK, thank you. Just to be sure, AskBid difference study shows: Ask volume versus Bid volume, not AskSize volume versus BidSize volume. Right? (And if it´s correct, is there any indi for AskSize volume versus BidSize volume?) Thank you. Date Time Of Last Edit: 2016-07-05 11:07:12
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| [2016-07-05 11:08:51] |
| User840210 - Posts: 2 |
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Delta diverging from price is quite normal.....
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| [2016-07-05 11:24:00] |
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(And if it´s correct, is there any indi for AskSize volume versus BidSize volume?) 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 |
| [2016-07-05 12:16:15] |
| User514370 - Posts: 62 |
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Super. Thanks a lot for great support!
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