Support Board
Date/Time: Thu, 06 Feb 2025 14:22:34 +0000
Post From: Question reg Large Volume Trade Indicator
| [2020-04-27 13:55:27] |
| User618539 - Posts: 13 |
|
Hello, another Question wld be, what does the "volume" stands for? Basically the biggest limits a mkt order gets crossed with as per time&sales, right? or is the volume the "original" mkt order volume as per a reconstructed tape? Lets say, someone sends in a mkt sell order with 100 units...it gets crossed with limits as of, lts say, 10,10,40,20,10,10 ....when my Threshold is volume > 20, i get 2 responses, right? So, the dot represents 2 trades > threshold |