JBokkTrader does not record the volumes for  single trades, but rather the
volumes of trades that occurred within the last second. With that in mind,
I think I can confirm the unusually large volumes in those two instances
that you referred to. Here are the 1-second samples recorded by JBT:

101014,100454,3.85,1920.5,1920.75,5189
101014,102535,29.26,1909,1909.25,6183

>From the above recorded data, it can be seen that 5189 contracts were
traded in one second at 10:04:54, and 6183 contracts were traded in one
second at 10:25:35.



On Sun, Oct 12, 2014 at 6:00 PM, Random <[email protected]> wrote:

>
> 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
>
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