Support Board
Date/Time: Sat, 10 May 2025 19:14:20 +0000
Clarification on sc.Ask/sc.Bid in T&S records
View Count: 744
| [2016-06-08 17:26:50] |
| ejtrader - Posts: 688 |
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SC Team - Would you please clarify/confirm the following. sc.Ask / sc.Bid / sc.AskSize / sc.BidSize - do these fields represent the depth values just pre-trade or post-trade values? Trying to understand whether the actual traded volume (T&S record) is already factored into these fields(this makes it post-trade) or not(this makes it pre-trade). thanks Date Time Of Last Edit: 2016-06-08 17:32:08
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| [2016-06-08 17:51:29] |
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They are current at the moment in time you check them. That is all we can say.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-06-09 14:25:32] |
| Forward - Posts: 67 |
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Hello, thank you SC Support. Actually, which is the exact difference among the two (Sc.AskSize versus sc.DOM[0]) ? Is there any difference among the two ? I am so sorry but from your question above it is not so clear to get if a T&S record is factored. thank you Andrew |
| [2016-06-09 17:12:48] |
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There can potentially be a difference. This depends upon the data feed. There is no exact answer we can give about this because every data feed is different. Normally these values should be the same. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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