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Date/Time: Wed, 19 Aug 2026 10:55:25 +0000



Rvol and Combine Trades into Original Summary Trade

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[2026-08-19 09:39:07]
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.

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