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Reporting of partial fills
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Reporting of partial fills
I hope that eventually in the Execution reports there will be an option to consolidate partial fills i.e. if an order is placed and filled for 500 shares at the same price and time I don't want to see the 4 split second trades that made it happen. This also makes IMO for a mess on the charts. Look at the last trade on this chart. Now admittedly this might be an extreme example since the system has three parts to allow for scaling in and out, but it's made worse because the fills are not consolidated. You can see that sometimes the report runs off the bottom and can't be read. Sometimes it's over the price action. So there are really two problems -- the multiple fill reporting and the Text display (btw I know I can turn the text off but I want the info). Best solution IMO would be to force the Text to not display on the price action and to consolidate the fills.Tags: None
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