Support Board

Date/Time: Sun, 28 Apr 2024 01:11:04 +0000

Post From: Bid/Ask Volume data different with the same CQG data feed on the same symbol

[2018-06-27 19:32:35] Link To Thread - Link To Post [Go To First Post]
nioko54130 - Posts: 108
hello dear support board! i write this message for you because i have met a little problem with my chartbook! As you already know, i have built a great home made custom indicator which is called the CMMA ! it is the Cumulative Market Making Aggressivity that i have calculated mainly with the bid/ask volume data and the price data. And the problem is that i have different CMMA result even if i'm using a centralised futures data feed! (CQG) it is the case with the e mini nasdaq100 for example! i have sometime large different value between my CMMA value and the CMMA value on the computer of other users! and that, even if it is on the same time frame, and on the same instrument.. How could i fix that please? I h ave also noticed that : when i switching from the SierraChart version 1752 to the Sierrachart version 1770, i have also others difference between these bid/ask volume value thank's for your help