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Date/Time: Wed, 08 May 2024 10:16:39 +0000

Post From: Numbers bar study bid - ask split incorrect behaviour

[2014-03-14 00:50:01] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The reason is because Sierra Chart uses up ticks and down ticks to establish bid trade volume and ask trade volume for the EUREX: Technical Discussion: EUREX Bid Volume and Ask Volume This produces a more accurate Cumulative Delta Bars study. The data feed from the EUREX is unusual compared to other data feeds and requires special handling. There is another algorithm we want to try and we will try to get to it as soon as we can. 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: 2014-03-14 00:50:27