Support Board
Date/Time: Wed, 27 Nov 2024 16:47:30 +0000
Post From: Time And Sales Same time and Type
| [2023-07-31 13:22:16] |
| AndyB - Posts: 101 |
|
Hi SC support, Could you give a little more clarity to the way you are achieving "Same Time & Type" on time and sales? Your documentation states that it matches orders with the same time stamp down to the second and not much else. I pretty much accomplished this with spreadsheet formulas using "ISSAMETIMETOSECOND" function; however, when comparing to the actual time and sales, although its close, I am getting a lot more results - particularly at the close. Is there another constraint that I'm missing? For instance, do they need to be consecutive bid (or ask) trades to be considered for a summation of same time and type? |