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?
there is a lot of stuff out there on t&s. im not sure what you mean by broker number. any time and sales i have seen just has the time printed with the lot size.
Perhaps it's just a TSX thing. I have been watching POT on and off for instance. Yesterday I saw nothing unusual, but the day before I watched Citi (123) buy aggressively all morning and then another buyer (Morgan Stanley maybe) buy in the afternoon. All the selling in this stock was launched a few weeks ago through Pure Trading/Instinet (013). They sold relentlessly then occasionally did a little fakeout and bought a little, then sold again. UBS (015) did a little selling alongside and then continued the heavy selling in the days following, finishing with a very large transaction that they sold to themselves. I have seen others on ET id buyers/sellers and I wonder if they are watching transactions through non-US brokers (e.g. DAX?) that give that info out. Their activity is quite evident on the charts, and may or may not have predictive value. No one else here sees broker numbers?
Looking at POT trading in the US, I see some buyer/seller info as well, though the screen is a little different and I don't understand all that is going on. But at 18:56 yesterday for instance there was a large volume trade (1401) that says UBSS for buyer/seller. At 17:45 there was one for for 56 id'd as RBCM. At 17:30 there was one for 174 id'd as JPMS. The TSX version is much clearer, but here is an example of what I see in the US markets. http://channel.reuters.com/bc/webhelp/ChannelHelp.htm#Analytics_Tab.htm