Login Page - Create Account

Support Board


Date/Time: Tue, 22 Apr 2025 00:12:26 +0000



Post From: Question about Summation Study Bid Volume / Ask Volume

[2025-02-17 18:24:19]
cmet - Posts: 690
my question was if the Summation study's "Bid Volume" indicate Sell Market Orders executed at the Bid (= Executed bid trades)

Yes, it indicates the volume executed at the bid from Sell Market Orders. Some inference there when it comes to icebergs or limit orders moved into best bid/ask but it really can't be anything else since an execution usually requires a marketable order. Limit orders don't cross the spread.
Date Time Of Last Edit: 2025-02-17 18:36:14