Date/Time: Tue, 23 Jan 2018 00:00:22 +0000
Post From: Order Fills
|User909406 - Posts: 1|
Is there a function to be able to aggregate order fills that display on chart? Please see chart snapshot attached. Currently if I receive an execution on 5 contracts many times it displays 5 individual 1 lot fills...I would like it to simply aggregate and display only 1 flag with quantity 5 and price...
Is this possible? I have not been able to locate any literature on this subject.
Thanks in advance...David