Transaction at a price below a standing order.

On 90D.JUN10.VLOW I have an order to buy @ 0.8220. A transaction has occurred this morning @ 11:24:49, this involved 76 units @ 0.7669. My order was placed before today so how can a transaction occur for a price lower than mine?

Hi Oracle,

This is an interesting scenario, but what's happened is that a trader has bought a lot of bundles that this contract is a part of.

When buying a bundle, the trader pays $1 for the collection of contracts, but a record is kept for each individual contract. The price for that record is estimated based on the value of the combined contracts - which may not be $1 and is therefore scaled accordingly. This isn't a real traded price, and so doesn't affect the last traded price.

It is however, being returned as a trade, which can be a little confusing when looking at the price.

We have a choice here, either continue as we are, adding these estimated prices for contracts bought as part of a bundle, or not add these records to the api and charts, which keeps prices correct (each data point is a non-bundle trade) but it also means that the bundle transactions won't be seen.

I'd like to be able to add some kind of indicator to the estimated prices, which we can do for the API call, but is tricky to add to the chart.

This will only be an issue when the combined values of contracts in a bundle is significantly different from $1.

Understood and thanks for clarifying it.