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Date/Time: Thu, 27 Feb 2025 01:13:41 +0000



Post From: Question about Time And Sales

[2021-06-07 14:36:52]
user2837 - Posts: 76
The top line of the upper T&S window in tos.1.png shows a trade at the offer (or above offer) at 9:22:36 with size equal to 10. For this window, trades are not combined and min is set to 10.

For the lower T&S window in tos.1.png, trades of the same type at the same price are combined. However, the 10 lot that was bought at the offer (or above offer) at 9:22:36 is missing.

You can seem another instance in tos.2.png. The second line in the same upper T&S window shows a 12 lot sold at the bid (or below bid). However, this trade appears to be missing in the combined window.

Can you please clarify? Thanks.
imagetos.1.png / V - Attached On 2021-06-07 14:29:02 UTC - Size: 115.66 KB - 238 views
imagetos.2.png / V - Attached On 2021-06-07 14:29:09 UTC - Size: 95.71 KB - 238 views