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pmg

Registered: Jun 2011
Posts: 6

08-31-12 09:46 AM

Hi guys, I am not sure, if this would be the right sub-forum....

I am wondering, what the orders in time&sales mean, which are filled between Bid & Ask. How is this even possible?

How to interprete these orders with regard to buying/selling pressure?

Thanks for help!

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Bob111

Registered: May 2002
Posts: 6474

08-31-12 01:00 PM

assuming you are talking about stocks-for example hidden orders

http://www.interactivebrokers.com/e...ypes/hidden.htm

How to interprete these orders with regard to buying/selling pressure?

forget about this buying selling pressure nonsense..or simply don't count those trades

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pmg

Registered: Jun 2011
Posts: 6

08-31-12 01:16 PM

I mean Bid Ask Vol Ration, measuring trade vol, which has occurred at Bid vs. at Ask. These cannot be hidden, only the can orders can be hidden, but when they have occurred, they will all show in time & sales, while quite a significant number shows as having occurred between Bid & Ask.

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Bob111

Registered: May 2002
Posts: 6474

08-31-12 02:18 PM

example please. simple screen shoot

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pmg

Registered: Jun 2011
Posts: 6

08-31-12 03:23 PM

here you go, the white recordings in the window show "between bid & ask"

timensales.jpg
This has been downloaded 66 time(s).

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pmg

Registered: Jun 2011
Posts: 6

08-31-12 03:27 PM

here you go

timensales.jpg
This has been downloaded 55 time(s).

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