I recently discovered that I can see the broker number on the last transaction in real time and on time and sales (not real time, must hit refresh). I've come to expect fake outs and game play but so far this information seems valuable. I see the normal participants trading away, keeping the stock roughly in line with the market and then occasionally I see an unusual participant come in repeatedly buying or repeatedly selling a stock in small lots. I have seen the selling/buying last a few hours or span several days. Do you have access to this info? Do you place trades based on it?