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Trades Between Bid/Ask, Above Ask, Below Bid

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  • NinjaTrader_Brett
    replied
    Hello,

    Thanks for the forum post.

    This can happen if you have some delay with a ask or a bid quote and a last price comes in and were talking milliseconds here were a last trade could be above or below ask/bid that is known to the PC at that time.

    Therefor we have accounted for this by allowing you to select these colors if and when this would occur. However with a good unfiltered feed and good internet and CPU processing on the PC you should not see this occur very often.

    -Brett

    Leave a comment:


  • pbylina
    started a topic Trades Between Bid/Ask, Above Ask, Below Bid

    Trades Between Bid/Ask, Above Ask, Below Bid

    In Ninja T&S there are color options for trades between bid/ask. Also for trades above ask/below bid. Theoretically it is impossible.A trade can not happen above the ask until all the orders at the best ask are filled. Same for Bid.
    So why does Ninja time and sales have these parameters and what do they mean:
    1. "trade between bid/ask"
    2. "trade above ask:"
    3. "trade below bid"

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