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Date/Time: Fri, 19 Apr 2024 11:10:32 +0000



Sierra chart and Trading Technology

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[2018-09-30 15:43:31]
User657944 - Posts: 173
Hi I'm evaluating TT services for they high level algo systems but I noticed that ther's a note on the interface instruction
"Historical BidVolume and AskVolume: Yes. Note: Bid Volume and Ask Volume are inaccurate when using Trading Technologies FIX."
Since all my trading strategies use numebrs bars and ask/bid parameters to trade can you explain a little better what means "Historical not accurate" since I make 100% intraday trading?
thx
[2018-09-30 18:59:25]
Sierra Chart Engineering - Posts: 104368
You definitely cannot rely on the Bid Volume and Ask Volume determination when using the TT FIX data feed. It is totally inaccurate.

You need to use the Sierra Chart Exchange Data Feed with TT:
Sierra Chart Exchange Data Feed
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
[2018-10-01 14:19:39]
User657944 - Posts: 173
So let me understand to work on intraday trading I need

1) Subscribe SC data feed
2) Connect to TT as per sierra instruction manual
3) From TT connect with an execution broker ( I see a high probability of latency in order execution)
4) The volume data in that case are ok?

thx
Date Time Of Last Edit: 2018-10-01 14:20:05

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