Support Board
Date/Time: Sat, 15 Mar 2025 23:42:52 +0000
Post From: Large Volume Not Showing In Time And Sales
| [2022-07-27 16:20:35] |
| User431178 - Posts: 614 |
|
You are not going to see size of absorption or iceberg orders in that way via T&S, as they would be the limit side orders, whereas T&S is showing market orders. As an example, it might take 1000 individual 1-lot market orders to fill a 1000-lot limit order - in the T&S you will see 1000 x 1-lot orders. Also it is possible (likely) that large market orders trade across more than one price, for example if there is a 1000-lot market order, you may see ~100 trade at 10 separate prices, depending on what is offered in the book. You stand more chance seeing absorption / iceberg using the recent traded volume or current traded volume columns in the DOM (details here - Global Trade Settings Windows: Customize Chart/Trade DOM Columns (Chart Specific)). |