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Direct MessagesDate/Time: Thu, 25 Apr 2024 13:11:31 +0000
Post From: Question real-time futures data feed
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Yes, we believe this is correct because we use what is known as the "Aggressor" field in the fast fix feed from the CME to determine whether the trade was at the bid or the ask. This is going to be the absolute most accurate way to determine this. This is one advantage when using the Sierra Chart real-time futures data feed. Due to the timing of the transmission of the bid and ask data from the CME, there could be a slight discrepancy sometimes, when you actually compared to the 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: 2013-12-05 19:29:17
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