Support Board

Date/Time: Sat, 18 May 2024 14:44:58 +0000

Post From: Ask/Bid difference

[2018-08-31 18:25:07] Link To Thread - Link To Post [Go To First Post]
User750920 - Posts: 274
Back to the original question... After doing everything there is still a difference between the Ask/Bid Difference (Delta) per bar between the 2 programs. I am using the same datafeed for both so why is one program counting Bid volume as Ask volume and vice versa as the total volume of Bids and Asks for each price of the bar is the same. The only difference is where they are parsed (ask versus bid) which makes the Delta different. Thanks