Support Board
Date/Time: Tue, 20 Oct 2026 17:49:01 +0000
Post From: Below Bid and Above Ask - access
| [2026-10-20 14:54:07] |
| Sudhirc - Posts: 58 |
|
Hello, I'm writing a custom ACSIL study that reconstructs unbundled CME trades (ES, Sierra Chart Exchange Data Feed) from sc.GetTimeAndSales(). For each record I currently get s_TimeAndSales::Type as SC_TS_BID or SC_TS_ASK, and I process only those two. The Time and Sales window can color trades as Below Bid and Above Ask (Graphics Settings: "Time and Sales: Below Bid Trades Background" and "Above Ask Trades Background"). I would like the same information in my study. Questions: 1. How does Sierra Chart decide a trade is Below Bid or Above Ask? Is it a comparison of the trade price with the bid/ask at the time of the trade, or something else? 2. Is that classification available to ACSIL? 3. If it is not available, what is the correct way to derive it? Does each T&S trade record carry the bid and ask at the time of the trade, or should I track the bid/ask update records in the array and compare myself? Thank you. |