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Date/Time: Fri, 10 May 2024 12:00:30 +0000

Post From: Question reg Large Volume Trade Indicator

[2020-04-27 13:55:27] Link To Thread - Link To Post [Go To First Post]
User618539 - Posts: 12
Hello, another Question wld be, what does the "volume" stands for? Basically the biggest limits a mkt order gets crossed with as per time&sales, right? or is the volume the "original" mkt order volume as per a reconstructed tape? Lets say, someone sends in a mkt sell order with 100 units...it gets crossed with limits as of, lts say, 10,10,40,20,10,10 ....when my Threshold is volume > 20, i get 2 responses, right? So, the dot represents 2 trades > threshold