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Direct MessagesDate/Time: Sat, 27 Apr 2024 23:03:38 +0000
Inquiry about HSI futures tick data feed
View Count: 673
| [2019-08-28 13:31:47] |
| User536105 - Posts: 36 |
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I observed an abnormal phenomenon when I was using my friend's sc account to watch the number bars of HSI futures data. I was using standard range bars (4) and you could see that in the circle there was a sudden huge volume of 619 contracts transacted at the ask side, however, the price does not move a bit. May I ask is it the data source issue / related to the method of calculating the tick data? Thank you very much for your explanation.
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Private File Attachment Deleted. |
| [2019-08-28 17:34:21] |
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Contact the exchange about that trade or trades.
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: 2019-08-28 17:34:28
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| [2019-08-29 05:51:08] |
| User536105 - Posts: 36 |
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But may I ask does the bid/ask volume data directly got from the exchange or are they being calculated using some estimation methods?
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| [2019-08-29 06:16:00] |
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or are they being calculated using some estimation methods? Yes.
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 |
| [2019-08-29 06:23:18] |
| User536105 - Posts: 36 |
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Do you have the documentation for indicating the possible estimation method?
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| [2019-08-29 07:30:12] |
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It is explained here: Numbers Bars: Definitions Specifically refer to: Alternative Bid Trade / Ask 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 |
| [2019-08-29 10:10:34] |
| User536105 - Posts: 36 |
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Thank you. So only CME and GLX bid and ask data are got directly from exchange?
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| [2019-08-30 10:25:33] |
| User536105 - Posts: 36 |
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Could anyone can answer?
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| [2019-08-30 18:29:13] |
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The answer to your question is yes. This also includes CBOT, Nymex and COMEX
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: 2019-08-30 18:29:32
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| [2019-08-30 18:53:38] |
| User536105 - Posts: 36 |
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Understood,just to make it clear. SC got CME,GLX,CBOT,Nymex and COMEX bid volume and ask volume directly from exchange but others might base on some estimation method?
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| [2019-09-03 03:07:08] |
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Yes but only when using the Sierra Chart provided data feeds.
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: 2019-09-03 03:07:24
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