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Date/Time: Sun, 24 Nov 2024 14:09:07 +0000



[User Discussion] - Combine Trades into Original Summary Trade

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[2024-05-30 20:32:20]
User749040 - Posts: 37
What exactly does the setting "Combine Trades into Original Summary Trade" in Chart Settings apply to? I'm assuming it's not for the charts tape because there is a setting on the tape for it so it has to be for the chart but is it for the "Large Volume" study or the "Numbers Bars" study or it combines all the volume on the chart including "VPB's" and all the the other studies that may be loaded?

Thank you.
[2024-05-31 00:36:32]
cmet - Posts: 551
It's in the documentation:

"When this setting is enabled, then individual trades which are part of a larger summary trade are combined into a summary trade as reported by the exchange. This only works with CME Group and EUREX futures contracts.

Trades which are combined into a larger quantity summary trade are always at the same price. A summary trade only consists of one price.

This setting only works with the Real-Time Exchange Data Feeds Available from Sierra Chart and the Sierra Chart Historical Data Service. The Denali Exchange Data Feed is included among these.

Sierra Chart must be set for a tick by tick data configuration for this feature to work.

There is a corresponding setting to perform the same functionality for the trades in the Time and Sales window. Refer to Combine Records on the Time and Sales Window page."
[2024-05-31 11:53:10]
User749040 - Posts: 37
Yes, I'm aware of what the setting does. I'm asking what does exactly effect on the chart? Everything including all the studies applied?
[2024-05-31 13:19:40]
cmet - Posts: 551
Have you duplicated the chart, changed setting on one and compared?
[2024-05-31 15:45:24]
User749040 - Posts: 37
Yes, nothing changes on the "Numbers Trade" but it does change the "Large Trades" hence the question :)

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