Yes, because the TT feed does not currently mark trades as they come thru and the bid/ask in the feed is not reliable enough to properly mark trades.
Now TT has said they will be changing the feed protocol to provide whether a trade was at bid/ask. Once it is in, Sierra will update the TT client, but I am not sure on the timeframe of the updates from TT though. If you care, you should be banging on your TT broker to get this change prioritized.
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I was thinking this change already got processed in FIX and SC? Maybe @Dale Box can comment on the TT FIX side.
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