Support Board

Date/Time: Wed, 08 May 2024 03:22:37 +0000

Post From: Bad Data?

[2014-03-18 21:58:46] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Why this is? It is no mystery to us. The bid and ask price data feed from OEC is like a separate data feed and it is not always completely in sync with the tick by tick feed. So trying to use it to identify whether a trade occurred at the bid or ask is not entirely accurate. Whereas the Sierra Chart Exchange Data Feed uses the "aggressor" field from the CME to make this determination. 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