Support Board
Date/Time: Mon, 15 Dec 2025 20:41:56 +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 - 324 views negativedelta.png / V - Attached On 2016-04-06 08:36:36 UTC - Size: 34.58 KB - 312 views |