Hi All, Am aware that users of JBookTrader use RTVolume, and wonder if T&S showed the trades that nanex tweeted about
Nanex - Oct 10, 10:04:54 - a 2600 contract sell in $ES_f Nanex - Oct 10, 10:25:34 - 2300 eMini's sold at once (through 1910) This is what I get from the tickPrice snapshots, clearly no 2300 order except for the nbbo widening for half a second. Time, Side, Last, Size, Nbbo 10.25.34.061,B,1910.25,1,1910.25/1910.50 10.25.34.666,B,1910.00,1,1910.00/1910.25 10.25.34.846,B,1909.00,1,1909.00/1910.00 10.25.35.415,B,1909.00,9,1909.00/1909.25 Same for the 2600 contract trade. I use tickPrice/tickSize calls to create the T&S, so I thought I would ask folks here. Can anyone confirm. Thanks in advance -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/d/optout.
