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Date/Time: Fri, 19 Apr 2024 17:11:02 +0000



Post From: Time and sales and Depth of market

[2013-04-06 19:28:16]
SgtJ - Posts: 154
Being able to historically see pulled orders outside of the best bid/ask would be interesting. Maybe within a separate market depth window or even better, if it could be charted like the vol @ price study on a 5min chart, etc, except it would represent pulled bids and pulled offers. There is a vendor breaking into this area but not yet to the "vap" degree.