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Date/Time: Thu, 25 Apr 2024 05:22:02 +0000

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Filtering Combined into Original Exchange Summary

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[2021-07-15 12:10:26] #1 [Go To First Post]
Ben A - Posts: 123
Hi, Please can you advise the best way to filter order sizes using this T&S option? When I use input filtering on volume or bid/ask size eg 10 lots, it still shows orders with smaller values than I enter. Many thanks,

[2021-07-15 14:54:59] #2 [Go To First Post]
John - SC Support - Posts: 31098
Keep in mind that the filtering on the Time and Sales page is a "Pass Through" filter, so you are defining which data you want to show up in the Time and Sales, not which ones are actually filtered out. Therefore, if you want to see all trades with a volume greater than or equal to 10, then you would enter 10 in the Volume >= filter. Refer to the information here: Time and Sales Window: Time and Sales Settings For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-07-15 17:45:13] #3 [Go To First Post]
Ben A - Posts: 123
Thanks John, That is what I have done, I used Volume >= filter and yet the T&S will show 2 lots, 3 lots etc and so shows lots below 10. The only way I can get it to show above 10 lots is to use Volume >= 10 on Input filtering AND Combined filter but I do not think that would be correct as I assume combined means combining multiple orders together? Please can you advise how I should be filtering because the volume on input does not seem to work. Thanks Date Time Of Last Edit: 2021-07-15 17:48:56

[2021-07-15 18:09:30] #4 [Go To First Post]
John - SC Support - Posts: 31098
It depends on your setting for the Time and Sales for Combine Records. Refer to the information here: Time and Sales Window: Combine Records >> Do Not Combine It sounds like you have that set to one of the Combine options. If you do, then you need to use the Combined Filtering to get rid of the trades with a volume greater than or equal to your setting. For example, if the trades are not combined, then you use just the regular Input Filtering to get rid of anything less than 10. That should work just fine. But, if the trades are combined, then if you use the Input Filtering to get rid of anything less than 10, if a trade is combined together, it will not be filtered at all, even if the total is less than 10. You need to set the combined filter to get rid of the "Combined" trades. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-07-15 18:31:58] #5 [Go To First Post]
Ben A - Posts: 123
Ok, got you, makes sense now, yes, using Exchange combined option. Great, thanks John, I got there in the end!

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