Support Board
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. |