Support Board
Date/Time: Wed, 14 May 2025 23:22:27 +0000
Post From: Delta inaccuracies on stock subcent fills.
| [2016-04-06 08:39:06] |
| gomifromparis - Posts: 244 |
|
Hi, Here's a couple executions on MSFT, you see they're executed between the best bid and ask. However sierra always reports them as sells Wouldn't it be more appropriate the split the volume on the buy and sell sides ? Datafeed is IQ Thanks |
 executions.png / V - Attached On 2016-04-06 08:36:27 UTC - Size: 58.2 KB - 290 views negativedelta.png / V - Attached On 2016-04-06 08:36:36 UTC - Size: 34.58 KB - 275 views |