Support Board
Date/Time: Thu, 03 Jul 2025 22:56:18 +0000
Post From: Fields in Data Feed Required For Numbers Bars & Volume Profile
| [2020-08-28 16:18:19] |
| User508322 - Posts: 1 |
|
I have a websocket trade data feed that only provides the following fields: 1. Date and time 2. Ticker 3. Last done price 4. Last done volume 5. Cumulative volume 6. Trade type, where the value is either "B" or "S" that indicates buy or sell It does NOT have bid, bid size, ask, ask size fields. I plan to develop a DTC server to take the data feed and feed Sierra Chart. I want to use the numbers bars and volume profile features in Sierra Chart. I was wondering: 1. Is the DTC protocol meant to be for purpose like this? 2. Is the data fields mentioned above sufficient for displaying numbers bars and volume profile? Thank you. |