Since two days the aggregated volume in the T&S window shows huge differences compared to the individual orders you can see in the T&S window. Sometimes there is a jump in the aggregated volume of 10000 contracts but the volume that was actually traded would only indicate an increase of 500.
My T&S window has 100 lines and the update interval is tick by tick. In the case of more than 100 orders at once will the remaining volume be added later? Or maybe the problem is connected to rollover days?
Any help is appreciated.
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