Support Board

Date/Time: Sun, 04 Oct 2026 22:30:05 +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: 400
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.