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Date/Time: Mon, 06 May 2024 18:04:21 +0000

Post From: Please help me understand this phenomenon (real or some error?)

[2018-07-03 11:44:15] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
a) A series of aggressive market order volumes appeared from the above mentioned moment, far above the ask price and these market order trades did not change the ask/bid price. Ask/bid was plotted elsewhere. Like there was some isse with the data feed or internet connection or data processing at this time? This is just the behavior of the CME feed. It is not within the scope of our support to comment on how that data feed works. You will have to contact the CME. The Sierra Chart Exchange Data Feed is an exact representation of the CME feed. Thank you for contacting the CME. The Sierra Chart data feed is indeed providing exactly what the CME provides. There was no data loss at the time and that was verified. 2. We would expect the bid and ask prices to be corrected in this case for any order fills. Refer to: Trade Simulation: Method 1 - Recorded Actual Bid and Ask Prices 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: 2018-07-03 11:45:59