Support Board
Date/Time: Tue, 26 Aug 2025 13:19:51 +0000
Post From: Time & Sales
| [2025-07-01 04:11:18] |
| User781731 - Posts: 70 |
|
Is it correct that if you ENABLE “Combine Records into Exchange Reported Original Summary Trade” on the Time & Sales, it will show the original order size of individual market orders being executed (that is, the executions from the perspective of the market order side of the transaction)? For example, if an individual market buy order of 150 contracts is executed, it will show 150 at one price level on the T&S? If the answer is yes, how does it decide what price level to choose for that order in the event all 150 contracts don't get filled at the same price? *** And is it correct that if you DO NOT ENABLE “Combine Records into Exchange Reported Original Summary Trade” on the Time & Sales, it shows the executions on the limit order side of the transaction? For example, if a single market buy order of 150 contracts is executed but there is only 75 sitting on the ask and 75 sitting on the ask at next price above it, it will show on the T&S as two orders of 75 at two different prices? |