Support Board
Date/Time: Thu, 26 Jun 2025 04:44:58 +0000
Why Doesn't Same Price/Type in TOS Match Cummulative Last Traded Size in DOM?
View Count: 565
| [2021-12-03 16:17:45] |
| cmet - Posts: 706 |
|
Just trying to find out why what I'm seeing for Cummulative Last Size in the DOM doesn't show up in Time and Sales as the same size when Same Price/Type is being used. These should match since they are basically the same thing, correct? When observing this, you can clearly see 20 contracts or more going off at bid/ask in DOM but these trades register as 1-2 lot individual trades in TOS. What am I missing? |
| [2021-12-05 12:13:12] |
| Sierra_Chart Engineering - Posts: 20001 |
|
There are implementation differences. There is no consideration to whether a trade occurs at the bid or ask with Cumulative Last Size.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: