Support Board
Date/Time: Sat, 10 May 2025 00:08:43 +0000
Post From: Questions about Volume at Bid/Offer data..
| [2014-11-25 18:16:04] |
| The Stealthy Trader - Posts: 189 |
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So, I use Ameritrade as my feed for Sierra. I also have, at the same time, Ameritrade's TOS(think or swim) execution platform open on my desktop. Today I did an A/B comparison of the T&S windows for TOS & Sierra and noticed that for the same data, one recorded it as going off on the bid while the other had it on the offer. This was a constant finding throughout my time watching. I would like to clarify this as the system I've been building is based off the assumption that this "Volume at bid/offer" data that I pay for through Sierra is accurate. If Ameritrade is the provider for both datasets, how can this be possible? Please advise.. Thanks, J. Date Time Of Last Edit: 2014-11-25 18:18:15
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