Assuming globex FIFO rules: Trader 1 sells 10 contracts at the bid Those 10 contracts are bought by traders 2, 3, 4, 5, and 6. They each had buy limits for 2 contracts. What prints on time and sales? A succession of 5 2-contract trades, or a single 10-contract trade? It seems like it would be the first scenario, since 5 trades did in fact take place. But if this were true, then the only time a large trade would print on time and sales is when a large buyer and large seller happened to meet at the front of their respective queues... right?