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Date/Time: Sat, 14 Nov 2026 07:33:57 +0000



TS Same Time Type vs Same Time Type Price

View Count: 17

[2026-11-14 06:19:40]
Khas - Posts: 3
What is the difference between these two settings in the time and sales window?
I do not see documentation about the "Same Time, Type, and Price" option.

1. For "Same Time and Type", does this mean it will combine all trades which are the same type within some time window (what amount of time?), even if they span multiple price levels?
So for instance if on ES, a market order takes all liquidity through three levels, buy 50 at 7500.00, 50 at 7500.25, 20 at 7500.50, how will this appear on the time and sales window? What price will be displayed?

2. What is "Same Time, Type, and Price"?

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