Should a watch purchased from a TS come with a receipt?

Hi,

Just purchased a beautiful new Rolex (5-18 on the warranty card) today from one of the top TSs on the site. The watch is awesome, but there was no receipt with it. So I called the seller and told him I received the watch, and asked if I could get a receipt. He said he would email me one tonight when he got to his computer to get the serial number, etc.

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