Support Board
Date/Time: Tue, 21 Jan 2025 04:02:14 +0000
Order Type
View Count: 766
[2018-07-31 14:53:47] |
User479733 - Posts: 1 |
Hi there, I am using numbers bars and time and sales to track order flow. Other than knowing whether a trade took place at the bid or the ask using time and sales, is it possible to find out whether the trade was a buy limit or a buy stop limit? Or is the data too limited to provide this information? Thanks |
[2018-07-31 15:42:52] |
User515395 - Posts: 3 |
Every trade/ number you see on these 2 tools are market orders by nature. You should dig a bit deeper on DOM basics it´s not really a question for here imo. Also possible I get your question wrong.. |
[2018-07-31 17:42:03] |
Sierra Chart Engineering - Posts: 104368 |
In the futures markets, a completed trade which is indicated through Numbers Bars is going to consist of a resting limit order and either matched to a market order or to a limit order at the same price but opposite side. A stop limit order, effectively becomes a limit order once the stop is triggered. There is no way to know it was originally a stop. 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 |
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