Support Board

Date/Time: Mon, 07 Jul 2025 10:47:53 +0000

Post From: UnbundledTradeIndicator values for s_TimeAndSales

[2025-06-23 08:43:27] Link To Thread - Link To Post [Go To First Post]
n_x_b - Posts: 2
Dear SC, From what I understand the UnbundledTradeIndicator can be relied upon for CME when using Sierra Chart data to combine into exchange reported summary trades. If that assumption is correct then can you please advise as to what would be set as UnbundledTradeIndicator values when I have the following trades A single trade, followed by a trade unbundled into 3 trades, followed by a single trade. Apologies if I have got my wires crossed somehow, but is this how the values would be set? 1. Single trade -> UNBUNDLED_TRADE_NONE 2. First(1 of 3) Un bundled trade -> FIRST_SUB_TRADE_OF_UNBUNDLED_TRADE 3. Second(2 of 3) Un bundled trade -> ?? 4. Last(3 of 3) Un bundled trade -> LAST_SUB_TRADE_OF_UNBUNDLED_TRADE 5. Single trade -> UNBUNDLED_TRADE_NONE Thanks in advance nxb