Forum: Sierra Chart
January 26th, 2018, 06:10 PM
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Replies: 10
Views: 8,191
Yes that is correct.
Here is a picture which...
Yes that is correct.
Here is a picture which helps explain it. On the T&S window you will see the raw feed, and then the reconstructed summary trade highlighted, and then the BCT Reconstructed...
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Forum: Sierra Chart
January 25th, 2018, 06:14 PM
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Replies: 10
Views: 8,191
This is true but only for trades that are...
This is true but only for trades that are executed per price level. So for trades that are filled over multiple price levels they are reported as multiple trades which is not very useful if you are...
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Forum: Sierra Chart
January 8th, 2018, 04:08 AM
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Replies: 10
Views: 8,191
Reconstructed T&S
I found a company called Beacon Commodity Trading www.beaconcommoditytrading.com who have an excellent trade reconstruction product. They are in the process of updating their website but you can get...
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Forum: Sierra Chart
December 6th, 2017, 09:22 AM
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Replies: 10
Views: 8,191
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Forum: Sierra Chart
December 4th, 2017, 02:09 PM
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Replies: 10
Views: 8,191
Sierra Chart Reconstructed Time & Sales
Hi there,
Does anyone know if there is a vendor which has an aggregated/reconstructed time & sales for SC? There are plenty of options for Ninja and other platforms do it but I have not been able...
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