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Date/Time: Mon, 23 Dec 2024 19:27:01 +0000



Post From: Different footprint and Time and Sales records

[2015-10-08 14:55:36]
User740709 - Posts: 153
Hello and thanks.

I have been in contact with my broker and if they have correct information, it might be the way of interpreting OEC data (which is a broker feed), however, I am not sure what it technically means nor on which side it should (if at all) be fixed.

With regards to the difference, well, it is not significant when you take into account the whole day of data. However, it almost always concerns large block orders which are significant for an order flow trader like me. In any case, thanks for your replies I guess there is not much you can do about it.

Thanks and have a good one.
Hana