Support Board
Date/Time: Tue, 28 Jul 2026 23:46:14 +0000
Post From: UnbundledTradeIndicator
| [2026-07-28 19:55:10] |
| coachted - Posts: 533 |
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On UnbundledTradeIndicator itself Does s_TimeSales::UnbundledTradeIndicator populate a Denali CME futures feed, or only on Rithmic? Are there symbol/exchange restrictions on which instruments report this field? Is UnbundledTradeIndicator populated automatically, or does it require 'Combine Trades Into Original Summary Trade' to be enabled first? Are these two settings independent or dependent on each other? For a trade flagged FIRST_SUB_TRADE_OF_UNBUNDLED_TRADE, is it guaranteed that all subsequent sub-trades of that same parent will appear consecutively in the Time & Sales sequence with no unrelated trades interleaved between the first and last flag? Or can sub-trades from a different, unrelated trade interleave in the array? Is there a maximum time span or sequence-number gap between the first and last sub-trade of an unbundled trade, or could a parent trade theoretically remain 'open' indefinitely if the final flagged record is dropped or delayed? Date Time Of Last Edit: 2026-07-28 21:12:45
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