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Volume Breakdown and Bid/Ask Difference studies
Started:April 2nd, 2010 (12:44 AM) by lolu Views / Replies:29,149 / 82
Last Reply:August 6th, 2015 (02:26 AM) Attachments:15

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Volume Breakdown and Bid/Ask Difference studies

Old December 12th, 2010, 12:21 PM   #81 (permalink)
Just starting out...
Olympia, WA
Futures Experience: Intermediate
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lolu View Post

I got this message on SC when I opened the 6e.cht you posted.

Is there a new upgrade for SC that is required to load the chartbook ? I have version 580/package 5 (which is the highest pack) of SC subscription.


Just open SC, go to the Help menu, and click either "Download Current Version" or "Download PreRelease" and you should be good to go. I typically go with the prerelease versions, they tend to be stable.


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Old March 10th, 2011, 09:59 AM   #82 (permalink)
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Futures Experience: Intermediate
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smak451 View Post
Thanks Chris & Lolu for the re-directs. I'm in same boat as Chris in deciding on an optimal Sierra layout (hopefully that will replicate my previous office platform) and it's a bit of a pain, esp. as on Sierra forum there's little consistancy on terminology ('cumulative bid-ask' means the net of a period's Ask-Bid Volume -- what I had heretofore called 'Delta' -- and at other times means the day's running total of this number). Anyway, here's another possible layout I'm trying to implement (if you like numbers) as it saves screen space. Let me know if you have any ideas. I'll ask Admin, but probably will have to use Workbook. Cheers. Oh yeah, Chris in your screenshot -- I think it was post 5 -- are the white bars meant to track the range of the period's AskVol-BidVol? They look symmetrical. Thanks.

smak451 hello.
I would like to figure out how to have your same configuration for my graphics on SC.
if it is not a problem for you help me?

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Old August 6th, 2015, 02:26 AM   #83 (permalink)
Futures' Virgin
Zürich, Switzerland
Futures Experience: Intermediate
Platform: Sierra Chart
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Sierra Chart Data Feed - Bid/Ask Integrity

FulcrumTrader View Post
I am saying that ANY BID/ASK differential work you attempt (SPECIFICALLY, using Cumulative Delta, GomCD, GomLadder, orderflowanalytics.com software, marketdelta.com, etc) MUST use a proven data feed or you will get tainted data......sorry to say.

If you are only going to track price and regular volume then use any data feed you wish.......I am SPECIFICALLY talking about those traders that are working with BID/ASK differential tools in their charting for the need to use DTN.IQ feed (or a feed like CQG, Bloomberg, etc). We have found some testing even showing Esignal with problematic data at times ONLY for tracking BID/ASK data though......hope this helps.

Hi FT, this thread is somewhat old but maybe this can rejuvenate it - Do you have any thoughts on the SC data feed and it's Bid/Ask integrity vs. DTN.IQ feed? I currently use SC data, in conjunction with a broker feed for execution (OEC) - the integration via SC is great but recently some of the T&S data seems to be a bit patchy (from Eurex Bund). I am ready to consider a switch to DTN.IQ (the price difference is irrelevant to me) but I will forgo the SC integration (using a single instance of the software).

If you have no experience of SC data I'll re-post on the SC Data feed thread (this does not seem to address the Bid/Ask issues).

Thanks Jimmy

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