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TheBlackHand
 

Registered: Jun 2012
Posts: 221

 

07-07-12 08:22 PM

Am I missing something or is this a bug in X Trader?.....

So the market is say 56.25 .50 offered.

various red prints at .25 are streaming down the Time & Sales tape, and blue prints at .50. So far so good.

Then, a few blue prints go off at .25, then some red at .25, a few blue, then red again.

The quote hasn't changed.

Whats up with the blue (aggressive buy) hitting the bid? The only thing I can think of is:

1. perhaps the quote changing way to quickly to actually see - but that seems unlikely as it happens when there is plenty of size on the bid and offer - and it doesnt change significantly compared to the corresponding prints

2. cross trades going through, but then you'd expect to see matching size trades, but that doesnt happen.

Any ideas?

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TheBlackHand
 

Registered: Jun 2012
Posts: 221

 

07-11-12 10:19 AM

bump

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