Support Board
Date/Time: Fri, 24 Jan 2025 08:29:14 +0000
Post From: Combined Filtering in T&S Window not working
| [2018-04-17 20:27:48] |
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As noted in the text you quote - Combined Volume filtering applies to summed trades after they are combined into a single record. Therefore, the filtering you have put in will only filter out those Combined trades that are greater than 10. The documentation has been updated: When using Combine Records into Exchange Reported Original Summary Trade, then both the Input Filtering and the Combined Filtering settings apply. When multiple individual trades are combined into a summary trade, then the Combined Filtering settings apply. When there is no combining, then the standard Input Filtering settings apply. So both must be specified.
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