Support Board
Date/Time: Sun, 24 Nov 2024 05:51:36 +0000
Post From: Version 2695
| [2024-11-02 04:15:01] |
| User524029 - Posts: 9 |
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Thanks again for your response. All the screenshots that I have sent aside from version 2643 do not filter the time and sales window properly which can be seen in the images for version 2700/2679. It just shows one row of records which constantly changes. I just want to confirm that when using 'combine into exchange reported original summary trade' it is using the FIFO matching algorithm as documented by CME https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/46110273/Supported+Matching+Algorithms#SupportedMatchingAlgorithms-FIFOforImpliedOrders
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