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 > > -- > 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. > -- 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.
