Support Board
Date/Time: Sat, 15 Mar 2025 15:58:12 +0000
Post From: Working with microseconds within T/S
| [2022-07-20 12:48:05] |
| BillsSBC - Posts: 40 |
|
Hello, I’m trying to better understand the “Combine into Exchange Reported Original Summary Trade” feature on the T/S settings. It’s my understanding the millisecond portion represents a unique order that is then sequential on the microsecond should there be additional trades to satisfy that order. However, I’ve run into discrepancies as shown; the millisecond part of the trade is the same and the microsecond is sequential, but the trade falls on both the bid and ask. How can this behavior be interpreted? |
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