Support Board
Date/Time: Tue, 04 Feb 2025 06:55:16 +0000
[User Discussion] - How are off-exchange trades accounted for in Bid Ask Volume?
View Count: 916
[2020-01-13 14:32:04] |
User999647 - Posts: 38 |
Hello, Stocks trading volume (for example Google's trading volume) includes trades happened on the exchange and trades happened off the exchange (for example dark pool). Off-exchange trading prices do not necessary need to be the same as the current bid or ask prices on the exchange. As on Sierra Charts, say for a specific trading day, bid volume + ask volume = total trading volume, how are off exchange trades treated with respect to bid or ask volume? For example, when the market bid ask prices for stock A are 100.1 and 100.2, an off exchange trade is executed by Goldman - the bank managed to sell 10,000 shares of A to a client at a price of 100. Are this 10,000 shares categorized as bid volume or ask volume? Thanks. |
[2020-01-13 21:51:56] |
Sierra Chart Engineering - Posts: 104368 |
This is not within the scope of our support.
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 |
[2020-01-13 23:17:09] |
User999647 - Posts: 38 |
Sorry, I do not quite understand. I am asking Sierra Chart a legitimate question on the data you provide and people purchase. Then as a service provider, you tell me the question on your service cannot be answered. Is there a manager level staff the question can be forwarded to who may know better in what data SC is providing to its clients? I know SC is running in a low cost way, but at least what data you are providing to clients should be clear right? Thanks. |
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