Support Board
Date/Time: Tue, 22 Apr 2025 10:50:45 +0000
Post From: Buying and Selling in the Same Trade?
| [2025-01-30 16:59:18] |
| drinkcodejava - Posts: 28 |
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Does anyone understand what is going on with the summary/bundled trade in this screenshot? SC documentation says orders that have sequentially numbered microsecond values are part of the same trade, but for this one, part of it is a buy and the other is a sell... ? From Data Recording Modes: -BID_ASK_TRADE_SYNC There is also a microsecond component to timestamps. The microsecond component is incremented by 1 anytime there a new record which has a duplicate timestamp as compared to the prior timestamp in the file.
Thanks! |
 Weird trade.png / V - Attached On 2025-01-30 16:52:27 UTC - Size: 176.36 KB - 32 views |