Support Board
Date/Time: Sun, 24 Nov 2024 16:49:39 +0000
Post From: Combine Trades into Original Summary Trade
| [2024-05-31 00:36:32] |
| cmet - Posts: 551 |
|
It's in the documentation: "When this setting is enabled, then individual trades which are part of a larger summary trade are combined into a summary trade as reported by the exchange. This only works with CME Group and EUREX futures contracts. Trades which are combined into a larger quantity summary trade are always at the same price. A summary trade only consists of one price. This setting only works with the Real-Time Exchange Data Feeds Available from Sierra Chart and the Sierra Chart Historical Data Service. The Denali Exchange Data Feed is included among these. Sierra Chart must be set for a tick by tick data configuration for this feature to work. There is a corresponding setting to perform the same functionality for the trades in the Time and Sales window. Refer to Combine Records on the Time and Sales Window page." |