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Date/Time: Sun, 24 Nov 2024 00:52:41 +0000



Post From: Last size + Number of trades

[2024-11-07 15:56:03]
John - SC Support - Posts: 36238
First, you need to keep in mind that the Time and Sales gives you all the information for the trades, whereas the DOM only updates at certain intervals, so you are going to see a snapshot of the Time and Sales in the DOM at a particular moment.

The other thing to keep in mind is that you may have different combining occurring between the Time and Sales and the DOM. In particular, refer to the following for the chart:
Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing