Support Board

Date/Time: Mon, 06 May 2024 19:37:52 +0000

Post From: Large Order on the DOM Market Depth - Alert

[2016-02-26 13:05:30] Link To Thread - Link To Post [Go To First Post]
User623552 - Posts: 69
Is it possible to set an alert when a large order is placed on the price ladder ? I'm not talking about orders that have been filled, I mean large orders that are pending, above or below the current market price ? For example. On the S&P if the average size of Bid/Ask orders at each price level is 500 lots, but there is a total order for 1500 contracts further up the ladder - Would it be possible to set an alert for this ? The parameters could be something like : Is order size 50% larger than average order size showing on the DOM market depth Thanks