Support Board
Date/Time: Sat, 23 Nov 2024 12:42:02 +0000
Post From: DOM recently traded value doesnt match Time and Sales
[2024-08-28 02:03:43] |
User745789 - Posts: 313 |
I watch the DOM and T&S and I see that the DOM recent volume is not refreshing, so that is not complicating the comparison (I have the timeout set to 60 seconds). I see numerous instances where T&S and the DOM data do not match. See attached image: I watched the bid at 67 get hit for the full 124 on the bid - it was a big bid in this market, so I was watching it closely. It was at the price of 67. The Historical Market Depth Study shows the bid was at 67 as well. Yet T&S shows the bid traded at 66. The trade was at 67, it was not at 66.
Date Time Of Last Edit: 2024-08-28 02:04:47
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2024-08-28 09_57_35-#2 F.US.JGBU24.png / V - Attached On 2024-08-28 02:03:37 UTC - Size: 30.51 KB - 43 views |