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Date/Time: Thu, 25 Apr 2024 22:42:30 +0000

Post From: Combine Trades to Original Summary Trades Function Question

[2017-12-02 19:04:01] Link To Thread - Link To Post [Go To First Post]
User379884 - Posts: 45
Hi, In the event of the trade initiator filling over multiple levels does the SC summary trade function report this as one trade or multiple trades? For example 50 bid 5 lots, 49 bid 10 lots, 48 bid 15 lots. A 17 lot sell market order hits, does this get reported through the time and sales with the summary trade reporting function as one 17 lot sell trade, or does it report as per the levels it fills at and show as three sell order trades 5, 15, 2. Thanks.