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Date/Time: Mon, 21 Apr 2025 13:26:47 +0000



Post From: Time and Sales Above Ask or Below Bid

[2025-03-10 21:04:14]
blt - Posts: 59
...@SC Engineering
...@User512353
...
...I think it was my post that about T&S; above; below definitions
...Both statements will be right ONLY!!! if this is true:

1. no trade can occur unless it hits BID or ASK (SC postulate)
2. in a case of insufficient numbers of contracts to fill MARKET orders that got FILLED at above ASK; below BID (to make
trade complete) would be treated as "above or below" trades in T&S (User512353 postulate)

...In this case we could read this "rule" as "aggressiveness" which corresponds to "diagonal coloring" in Numbers Bar
...
...User512353 has the very same way of reading as I do
...
...exp.
We have: 10 contracts at 20000 (shown as best ASK)
15 contracts at 20000.25
Market order comes with 20 contracts buy
10 contracts @ 20000 taken (as @ASK)
10 contracts @ 20000.25 taken (as above ASK) with 5 contracts left at new @ASK
...
...thank you and my apology for intervention

Leonardo