Login Page - Create Account

Support Board

Date/Time: Fri, 19 Jan 2018 23:43:05 +0000

Combine Trades to Original Summary Trades Function Question

Support Request:
[2017-12-02 19:04:01]
User379884 - Posts: 20

In the event of the trade initiator filling over multiple levels does the SC summary trade function report this as one trade or multiple trades? For example 50 bid 5 lots, 49 bid 10 lots, 48 bid 15 lots. A 17 lot sell market order hits, does this get reported through the time and sales with the summary trade reporting function as one 17 lot sell trade, or does it report as per the levels it fills at and show as three sell order trades 5, 15, 2.

[2017-12-02 19:23:56]
Sierra Chart Engineering - Posts: 56309
This would be multiple trades. The CME would never indicate a single summary trade in this case. A summary trade is only a single price.

This is one of the reasons why the concept of tracking large trades, is questionable. It inherently has all kinds of limitations to it.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

To post a message in this thread, you need to login with your Sierra Chart account:


Login Page - Create Account