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Date/Time: Sat, 15 Mar 2025 22:25:12 +0000



Post From: Large Volume Not Showing In Time And Sales

[2022-07-27 17:38:03]
Stav - Posts: 104
Hi,

Not sure I agree with you there - sorry.

In the DOM I see 980 lots filled at a particular level not across several strikes which can also be when absorption
is taking place. These are 980 market orders hitting the bid at a level so whether they are 980 x 1 lots or any other combination
the Time and Sales should print whatever combination of bundled market orders have been transacted at that price. The are
market orders hitting the bid or ask at a level but it doesn't show in T&S.

Of course I see the absorption or the refresh of icebergs on the DOM - that's obvious, what isn't is the fact that Market
orders are not showing in Time & Sales.