Support Board
Date/Time: Fri, 07 Feb 2025 20:27:19 +0000
trade size
View Count: 800
| [2020-06-09 15:14:14] |
| User98657 - Posts: 331 |
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I'm using Volume Filter to determine trade sizes and i have a question. How do you determine the size of any trade? Are you reconstituting trades based on their ID? If a 100 lot is sitting at the offer, and it gets picked off 10 at a time, what size "trade" will be recorded? If a 100 lot sell order hits the market, and there are only 30 available, and that 100 lot just keeps sucking up the next 70 that come in (no matter what increment they appear), what size gets recorded? I hope i'm asking this correctly. If i'm trying to track what the small, medium, and large size traders are doing by filtering out < and > levels, i need to be able to accurately determine the trade size. Thanks for the help. |
| [2020-06-09 19:42:07] |
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Refer to this setting to control how this works: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) 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 |
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