Support Board
Date/Time: Tue, 16 Sep 2025 04:03:15 +0000
Post From: Why Doesn't Same Price/Type in TOS Match Cummulative Last Traded Size in DOM?
| [2021-12-03 16:17:45] |
| cmet - Posts: 719 |
|
Just trying to find out why what I'm seeing for Cummulative Last Size in the DOM doesn't show up in Time and Sales as the same size when Same Price/Type is being used. These should match since they are basically the same thing, correct? When observing this, you can clearly see 20 contracts or more going off at bid/ask in DOM but these trades register as 1-2 lot individual trades in TOS. What am I missing? |