Support Board
Date/Time: Wed, 25 Jun 2025 22:27:08 +0000
Post From: Inconsistent volumes
| [2021-11-15 10:25:55] |
| User740709 - Posts: 154 |
|
Hello, I use Denali datafeed for EUREX. I have my Intraday Data Storage Unit set to 1 tick. I use the Combine Trades Into Original Summary Trade in my Advanced Settings 3 in Chart Settings. I have two questions and I attach two screenshots with them. 1) The screenshot shows two Footprint charts taken at identical time, the first one has the Combine Trades... selected, the second does not. How is it possible that if you add the volumes on bid and ask at each price, you get a different result? The footprint with the trades not combined has more contracts then the combined footprint. 2) The screenshot shows Time and Sales, a standard time-based chart (with Large Trade Study for dots for trades larger than 249) and a filtered footprint chart (trades larger than 249). All three have the Combine trades Into... setting selected, however, the Time and Sales shows a block buy, while the charts do not. Is that correct? Thank you very much. Kind regards, H. |
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