Support Board
Date/Time: Tue, 10 Mar 2026 04:48:46 +0000
Post From: Bid, Ask and Last Anomalys in tick data
| [2026-03-09 19:49:36] |
| User694880 - Posts: 2 |
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So I want to export 1-tick data. I have the tick data on the chart where I folowwed "Tick by Tick Data Configuration". I also want the bid and ask price for each tick so I plotted the Bid & Ask Prices study on the chart. Now I see for some ticks some anomalys: where the bid price is higher than the last price, or last prive is higher than the ask price (screenshot included with such an anomlay). Of course this could never happen in real trading. When exporting the chart data and importing it into another program, the program refuses to import the file since it has all these little anomalys... Is there a way to fix this or is this something to accept in SierraChart. Or maybe there is another way to acces bid and ask data on 1-tick level and export this. Please let me know. Thank you
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