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Date/Time: Wed, 08 May 2024 23:43:28 +0000



Post From: EUREX data feed

[2014-03-28 08:04:58]
Sierra Chart Engineering - Posts: 104368
I don't know if this is the only thing, but as an example: the market is 35 bid 36 offered. 36 is lifted and goes bid, we're now 36 bid 37 offered. But nothing has traded 37 yet. Any further trades that hit the 36 bid are shown as trading on the offer at 36, even though it's bid. And it will continue to do this until 37 trades. It's like it doesn't realise it's now bid, even though it went bid 10 seconds ago.

This is because of the uptick and downtick logic which is used to determine a Bid Trade or Ask Trade.

Once the price stays steady you will not notice this with the new algorithm which we deployed this morning.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2014-03-28 08:05:21