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

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


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 the order book contains 3 orders in the queue on the inside ask:


and I buy 9 lots, would time & sales print one trade for 9 lots? Or would it print two trades, one for 5 and one for 4?

I think I remember initially it would show 9 and then then changed it and it would show 5 & 4. The result was that the volume per trade was reduced and the number of trades increased (I had to double my tick chart sizes). But I think I remember this changing again and I can't find any information on it.

Cheers & good trading everyone!

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