http://www.elitetrader.com/vb/showthread.php?s=&postid=2025618#post2025618 http://www.elitetrader.com/vb/showthread.php?s=&postid=2017795#post2017795 http://www.elitetrader.com/vb/showthread.php?s=&postid=2017732#post2017732 http://www.elitetrader.com/vb/showthread.php?s=&postid=1996811#post1996811
You mean the first question being: why at the end of 14:05 [close of] bar a Traverse level trader on the 5 minute ES did not receive permission from the market to seek a change in mode? EDIT: Got it, just saw your edit
And, once again you see that you already knew the answers to the questions. You simply didn't realize it. - Spydertrader
This is surreal. I even checked to see that I was annotating ES . Are you sure about the 14:40 [close off] being PV? I can see 14:45 have "peakish" volume, but there wasn't an acceleration over three bars (unless two equal bars are considered acceleration). Maybe it's a feed problem (for me)? Thanks for any clarification.
Data provider A: 1435 close of - 14772 1440 close of - 14875 1445 close of - 42719 Data provider B: 1435 close of - 14678 1440 close of - 12590 1445 close of - 42714 With 'data provider A', I think, the peak volume was evident early in the bar (PRV).