Support Board
Date/Time: Tue, 10 Mar 2026 03:13:47 +0000
Bid, Ask and Last Anomalys in tick data
View Count: 17
| [2026-03-09 19:49:36] |
| User694880 - Posts: 2 |
|
So I want to export 1-tick data. I have the tick data on the chart where I folowwed "Tick by Tick Data Configuration". I also want the bid and ask price for each tick so I plotted the Bid & Ask Prices study on the chart. Now I see for some ticks some anomalys: where the bid price is higher than the last price, or last prive is higher than the ask price (screenshot included with such an anomlay). Of course this could never happen in real trading. When exporting the chart data and importing it into another program, the program refuses to import the file since it has all these little anomalys... Is there a way to fix this or is this something to accept in SierraChart. Or maybe there is another way to acces bid and ask data on 1-tick level and export this. Please let me know. Thank you
|
 Schermafbeelding 2026-03-09 204731.png / V - Attached On 2026-03-09 19:47:51 UTC - Size: 62.48 KB - 4 views |
| [2026-03-09 22:06:26] |
| Sierra_Chart Engineering - Posts: 23184 |
|
This just has to do with, the data feed from the source. In this case the CME. It is not within our control.
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 |
To post a message in this thread, you need to log in with your Sierra Chart account: