How do you recognize a commercial trade block?

Discussion in 'Strategy Building' started by MarkBrown, Dec 6, 2016.

  1. Mike Forst

    Mike Forst Sponsor

    On TT, we're close to releasing access to CME's Clearport, which will give you a merged CME time & sales feed containing both Globex real-time data as well as blocks from Clearport. The time & sales feed has a "type" filter that lets you choose to show everything or to isolate each type of trade. You should keep in mind that most blocks can be posted up to 15 minutes after they're agreed to, but regardless, this is a good way of identifying both types of trades within a single feed.

    Hope that's helpful,

    Mike Forst (Forst@trade.tt)
    Director of Platform Services | TT
     
    #31     Dec 12, 2016
    MarkBrown and Robert Morse like this.