Support Board
Date/Time: Thu, 28 Nov 2024 18:50:29 +0000
Post From: Combine Trades into original summary trade
| [2023-04-17 15:43:46] |
| John - SC Support - Posts: 36350 |
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When a person posts a trade for a quantity greater than 1, that trade could get filled by multiple other trades. In other words, if the original order is for a quantity of 10, it may fill with one order of 3, another order of 6 and another order of 1. These would show as trades of 3, 6 and 1 by default. When you set the option to "Combine Trades Into Original Summary Trade", it shows the trade as a single trade of size 10. From this, you can see how you would end up with more large volume trades when you enable the option. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |