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Date/Time: Mon, 21 Apr 2025 16:46:14 +0000



Post From: Combine Trades into original summary trade

[2025-04-17 21:49:48]
robrg2675 - Posts: 13
Ok. When using ACSIL and the Unbundled Trade Indicator member of the s_TimeAndSales structure, tracking the total volume that transacted between a first and last unbundled trade to simulate what the Combine Trades Into Original Summary Trade setting does in a custom study, does the same occur? Phrased another way, do the first and last trade of an unbundled trade always occur at the same price level or can they span various levels?