Support Board
Date/Time: Sat, 05 Jul 2025 01:00:16 +0000
Post From: Time & Sales
| [2025-07-01 14:21:34] |
| John - SC Support - Posts: 40745 |
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Per the following from the documentation for the "Combine Records into Exchange Reported Original Summary Trade" option: The summary trades are only going to be for the same single price. Not multiple prices.
Therefore what you are stating is not quite correct. Only trades that are at the same price level are combined. For instance, a trade for 150 gets filled for 75 at one price level and 75 for another price level, these will show as 2 different time and sales lines. If the first quantity of 75 filled by offsetting orders of 50 and 25, then with the combine option enabled, you will see the one trade of 75. Otherwise, you would see the two trades - one for 50 and one for 25. The documentation for this is here: Time and Sales Window: Combine Records >> Combine Records into Exchange Reported Original Summary Trade For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |