Support Board
Date/Time: Sun, 24 Nov 2024 19:04:14 +0000
Post From: Large Volume Trade Indicators - Passive vs Aggressive Orders
| [2024-01-21 21:45:12] |
| User431178 - Posts: 541 |
|
the aforementioned issue can be resolved by enabling the "Combine Trades into Original Summary Trade" setting. That is not right, that setting combines trades that are part of a single market order but trade against multiple limit orders. It is categorically not combining multiple aggressor orders from different traders. There is no speculation or uncertainty, if you see a large volume sell trade it is sell aggression, the passive order size does not factor into it. If you don't get the answer from the Sierra team, you can easily find the answer yourself on the CME website, for example. |