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Direct MessagesDate/Time: Thu, 25 Apr 2024 13:30:44 +0000
Combine Trades to Original Summary Trades Function Question
View Count: 3736
| [2017-12-02 19:04:01] |
| User379884 - Posts: 45 |
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Hi, 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. Thanks. |
| [2017-12-02 19:23:56] |
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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. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-01-26 04:20:36] |
| whats1thingnow - Posts: 407 |
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We are totally excited about the decentralized exchange project. We have little doubt, that we are going to be very successful with this, it is going to be a community effort, and all of the exchanges around the world including the CME are going to receive major competition and eventually be rendered out of date.
This we are 100% certain of. from About Real-time Futures Data | Post: 138268 when this decentralised exchange project is done... for the above scenario: 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
would it then show as one 17 lot sell trade? |
| [2018-01-26 05:11:06] |
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Something like this is too soon to answer. And also the decentralized exchange could only be for crypto currencies in the beginning.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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