Support Board

Date/Time: Wed, 19 Aug 2026 12:09:37 +0000

Post From: Rvol and Combine Trades into Original Summary Trade

[2026-08-19 09:39:07] Link To Thread - Link To Post [Go To First Post]
User745789 - Posts: 390
Using Denali. EUREX. Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) ->causes Relative Volume to change significantly. I do not expect that. A simple moving average of volume bars does not change with the Trade Combining Method.