Support Board

Date/Time: Mon, 29 Apr 2024 02:40:51 +0000

Post From: Eurex feed bid/ask volume

[2014-01-09 21:29:31] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Thank you for this. We are going to be making some changes to better detect whether the trade is at the bid or ask when it is between the current reported bid and ask. We will see how this goes during the next EUREX session. We see what the Time and Sales window is showing. On the client-side, whether a trade occurs at the bid or ask is determined on the server side. When you are receiving market depth, the market depth is what updates the best bid and ask. The best bid and ask are not send through separately. So we have to see why there is a difference apparently between the top of the book on the depth and the best bid and ask. Hope all of that made sense. 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: 2014-01-09 21:30:38