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Date/Time: Mon, 20 May 2024 01:43:26 +0000



Order Flow traders - Can you assist in answering this? Looking for your insight.

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[2016-08-26 18:17:11]
infpz - Posts: 826
Assuming I am using a filtered Numbers Bar chart of trades of 100 or greater.

1. My understanding is that if a trader executes an "aggressive" buy order by lifting the offer, the trade will show up as a 100 lot trade in the offer column on the numbers bar at the offer price.
2. If a trader executes an "aggressive" sell order by hitting the bid, the trade will show up as a 100 lot trade in the bid column on the numbers bar at the bid price.
3. If a trader places a "passive" resting buy order at the bid, and it is hit, by several small orders, the 100 lot trade trade will show up in the bid column of the numbers bar at the bid price.

4. And finally my question, if a trader executes an "aggressive" 100 lot sell order by hitting the bid, and if the other side of the trade is matched with a 100 lot "passive" resting buy order at the same bid price, the numbers bar chart will show 200 lot trade in the bid column at the bid price, consisting of the both the buy and sell side of that order being 100 lot traders, correct?
Date Time Of Last Edit: 2016-08-29 02:33:33
[2016-08-29 01:53:23]
Acro - Posts: 436
1 - Yes
2 - Yes
3 - No, this won't show up if you've filtered out individual trades less than 100 in size
4 - No, it will show up as a trade of 100
Date Time Of Last Edit: 2016-08-29 02:33:46

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