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Date/Time: Thu, 25 Apr 2024 17:21:14 +0000



Tick Data

View Count: 766

[2018-01-20 13:23:09]
User877893 - Posts: 14
Hey I downloaded intraday data and I got tick data. I already verified that here: Tick by Tick Data Configuration

So far, so good.

My questions are the following:

What does the number for High, Low and Last stand for? To me it looks like these are the bid/ask spreads with the midpoint. Am I right? So whenever there is a new line with new numbers the bid/ask spread changed? And the number behind the "." in time indicates that there is a change in price for bid/ask in this second. For example .3 tells me it is the third price change in a duration of one second?

What does the Bid/Ask Volume stand for? What is the meaning of a 0 or a 1?
[2018-01-20 18:25:28]
Sierra Chart Engineering - Posts: 104368
Refer to:
Intraday Data Editor: Editor Controls
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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