Support Board
Date/Time: Tue, 04 Mar 2025 22:05:08 +0000
vix futures only showing ask trades
View Count: 563
| [2021-12-09 16:10:33] |
| AndyB - Posts: 105 |
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i recently got rid of my IQfeed data because i saw that i could now get vix futures data here with denali. i loaded up the chart and tape and realized i was seeing primarily ask trades. checked the cumulative delta, and yea, straight up. looked at footprint, and oddly enough there are some bid trades but 95% are on the ask. I know this is not right because i have spent hours analyzing vix futures orderflow. some assistance/guidance here? thank you.
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| [2021-12-10 21:56:42] |
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We have observed this, but it is correct based upon the data from the exchange. If we do not use the indication from the exchange in regards to whether a trade occurred at the bid or ask, we have to use an alternative method.
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: 2021-12-10 21:57:12
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| [2022-01-06 21:41:29] |
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We determined what the problem is. This will be resolved this evening.
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 |
| [2022-01-06 23:13:29] |
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We actually are able to correct the prior historical data for CBOE Futures with correct bid and ask volume data. We have sufficient data to make the correction.
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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