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Date/Time: Tue, 01 Jul 2025 16:09:25 +0000
Post From: Which data feed should I choose for AMP Futures: TTnet, Rithmic or Sierra Chart
| [2014-04-08 10:32:50] |
| cross - Posts: 70 |
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AC94667: AFAIK, TT's X_... platforms are totally different from their TT FIX data and order feed. As an alternative solution you can consider the "Cumulative Delta Bars - Up/Down Tick Volume" study. It gives consistent result across markets and data feeds. I chose that in the past with TT. However, I am not a big Cumulative Delta Bar trader.. See a past discussion here: Cumulative Delta Volume odd chart AFAIK if you are trading European markets Sierra also chose the above method to synthetize the bid/ask volume data because of the poor bid/ask quality from the exchanges. Numbers bar study bid - ask split incorrect behaviour | Post: 29588 BTW, Sierra's own data feed is the best available, coming directly from the exchanges! Date Time Of Last Edit: 2014-04-08 10:34:15
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