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Date/Time: Sat, 21 Jul 2018 06:09:26 +0000



Combine Trades to Original Summary Trades Function Question

Support Request:
[2017-12-02 19:04:01]
User379884 - Posts: 25
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]
Sierra Chart Engineering - Posts: 61940
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:
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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.
[2018-01-26 04:20:36]
whats1thingnow - Posts: 124
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of the exchanges around the world including the CME are going to receive major competition and eventually be rendered out of date.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 https://www.sierrachart.com/SupportBoard.php?PostID=138268#P138268

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]
Sierra Chart Engineering - Posts: 61940
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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.

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