Support Board
Date/Time: Mon, 21 Apr 2025 17:02:45 +0000
Post From: Combine Trades into original summary trade
| [2025-04-17 19:04:29] |
| robrg2675 - Posts: 13 |
|
When Combine Trades Into Original Summary Trade is set to yes, are orders only combined at one price level? Or are they combined across multiple price levels (i.e., setting combines market orders that sweep various levels)? The description of this setting in the documentation says: "Trades which are combined into a larger quantity summary trade are always at the same price. A summary trade only consists of one price." I read this to mean that they are only combined at one price level, but not completely sure. |