or alternatively it was random combination of orders as all retail data feeds aggregate prints. Nobody will output all ticks in real time for $50-100 subscriptions. <cut - wrong thread :S>
Hmmm...interesting.... as in the delta model such an order will reqiure both sellers (supply) and buyers (demand) not to mention "float" (the number of outstanding shares) on this particlular market instrument. Given this information it's not clear whom the aggressor is...however maybe the closing tick (up/down) may give some indication as to whom initiated the transaction...but what does that mean if the final direction is contrary to your analysis?
Interesting information on market delta and TA analysis. http://www.mirusfutures.com/webinars/MarketDelta/MarketDelta.html http://www.freetradingvideos.com/vlog/default.asp?category=1
Interesting thread. Anyone recommend a book or site that really goes into AMT? Also, does anyone have the code for CD for Ensign?