Aggregate Mode

Aggregate mode displays a list of open position instruments. In other words, aggregate mode is a list of instruments in which you have one or more open transactions. For example, in the following figure, there is more than one open transaction in the 110 call. We cannot, in aggregate mode, know exactly how many transactions we have in this instrument, but the tilde in front of the call’s price indicates that we’re dealing with more than one open transaction:

The tilde indicates an approximated price. A price preceded by a tilde is the aggregated position’s price. Aggregate mode cannot resolve different prices, so it finds a mid-point between all transaction prices, places a tilde in front of it, and calls that the price.

The quantity (Qty) field is similarly aggregated. Where options are concerned, a value of 110 may mean two long positions consisting of 100 options and 10 options, or one long position of 120 options and one short position of 10 options. Like the price, you cannot know exactly what 110 means, but you do know that, taken together, you have a position of 110 options.