Date/Time: Wed, 17 Jan 2018 03:30:23 +0000
Post From: Iceberg order study
|jsoviero - Posts: 63|
+1 for this suggestion. Basically we want to visually see the difference between the market depth and the time and sales. The difference may be "iceberg" or "blackpool" orders that do not show up in the market depth. At times this hidden order flow represents a large percentage of the "smart money" order flow. Thank you in advance for considering this suggestion.