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Direct MessagesDate/Time: Tue, 28 May 2024 02:37:32 +0000
Question about Time And Sales
View Count: 685
| [2021-06-07 14:36:52] |
| user2837 - Posts: 76 |
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The top line of the upper T&S window in tos.1.png shows a trade at the offer (or above offer) at 9:22:36 with size equal to 10. For this window, trades are not combined and min is set to 10. For the lower T&S window in tos.1.png, trades of the same type at the same price are combined. However, the 10 lot that was bought at the offer (or above offer) at 9:22:36 is missing. You can seem another instance in tos.2.png. The second line in the same upper T&S window shows a 12 lot sold at the bid (or below bid). However, this trade appears to be missing in the combined window. Can you please clarify? Thanks. |
tos.1.png| [2021-06-07 17:32:41] |
| John - SC Support - Posts: 31885 |
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The comparison you are making is not accurate. It's not that the trade is no longer there, it is just part of a larger trade that is now showing. For example, in your tos.1.png example, the trade for a volume of 10 at 09:22:36 is most likely part of the trade that is shown at 09:22:29 in the lower window. That trade of 10 is now combined with other trades, including other single lot trades, and would then be reported at a different position in the Time and Sales, since it is going to show based on when the first trade got taken from the total quantity. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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