Support Board

Date/Time: Sat, 15 Mar 2025 16:07:49 +0000

[User Discussion] - Question about the interaction between Market orders and Limit orders

[2022-07-24 17:33:39] #1 [Go To First Post]
User409050 - Posts: 22
Hi SC support team, I have a question regarding MO and LO in Chart Dom or Trade Dom: if there is a decent amount of Sell Market Order hit Buy Limit Order, is the BLO size reduced by the amount of the SMO? I know there are a lot of things going on like icebergs or a lot of people adding into BLO but when I recorded and set the chart update interval to a very small number (< 50ms)and rewatched The DOM frame by frame. I still didn't see any changes to the Bid or Ask size after having a big Market Order hit either of them. I also added the pulling and stacking columns to see the changes but they didn't work intuitively as I expected: For example for the MES: Bid Size: 90 Sell Market Order: 70 I expected to see the Bid Size reduced by 70, if not then I checked the Pulling/Stacking column, the 70 caused the P/S column to increase by 70, If the buyer reloads the Bid it will be increased by 2x amount of 70 to keep the bid size unchanged. under the assumption that only 1 buyer and 1 seller. but the P/S Column only increased by a number like 1 or 2. Date Time Of Last Edit: 2022-07-24 17:53:42

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