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Search: Posts Made By: cunparis

Forum: Traders Hideout

September 30th, 2017, 08:49 AM

Replies: 20

How is futures volume reported (split/combined/?)

Views: 9,718

Posted By cunparis

I think that depends on what one is looking for. ...

I think that depends on what one is looking for. I look for professional activity so if someone hit the bid/offer for 100 I'd like to know that, instead of seeing trades for...

Forum: Traders Hideout

September 29th, 2017, 04:07 PM

Replies: 20

How is futures volume reported (split/combined/?)

Views: 9,718

Posted By cunparis

Ok, I was able to find what I was looking for,...

Ok, I was able to find what I was looking for, the name of this change. It's called MDP 3.0. The feed contains all the information (9 contract aggressor with two fills at 5 & 4 contracts), so it...

Forum: Traders Hideout

September 29th, 2017, 12:50 PM

Replies: 20

How is futures volume reported (split/combined/?)

Views: 9,718

Posted By cunparis

Well from my point of view it's one trade but...

Well from my point of view it's one trade but it's also one trade for each of the two traders on the ask (2 trades) so it could be reported either way.

Forum: Traders Hideout

September 29th, 2017, 12:19 PM

Replies: 20

How is futures volume reported (split/combined/?)

Views: 9,718

Posted By cunparis

How is futures volume reported (split/combined/?)

Hi,

I'm looking for some info on how futures trade volume is reported. I remember this changing several times over the years and I don't remember what the current method is.

For example: if...

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