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Date/Time: Fri, 11 Sep 2026 11:30:06 +0000

Post From: Subject: Historical vs Real-Time Bid/Ask Volume Consistency — Bid Volume vs Ask Volume & N

[2026-07-28 07:53:13] Link To Thread - Link To Post [Go To First Post]
Sierra_Chart Engineering - Posts: 24828
My understanding from the documentation is that trades are classified as Bid or Ask using the tick-rule algorithm (uptick = Ask Trade, downtick = Bid Trade, or matched against the known Bid/Ask price when available). No, this is definitely not the case. The determination of how this done is explained here: https://www.sierrachart.com/index.php?page=doc/NumbersBars.php#BidTrade (1) Ask Volume and Bid Volume is 100% accurate for CME futures. And it is completely the same, between historical and real-time data. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-07-28 07:54:29