Hello, I was wondering if there has been any books/articles published on using the bid/ask size as a strategy for trading futures? I.e. the data on a SuperDom? I know it is easy to fake people out using this but I would still be interested in reading any articles or books thanks
Hi david666! The only information I found on this theme is a recorded webinar at InteractiveBrokers. The guy traded by watching the book. He watched the volume at each price level besides bid/ask size. You can watch it. It is approximately 1 hour. http://www.interactivebrokers.com/en/general/education/priorWebinars.php?ib_entity=llc Industry sponsored webinars/CME - Reading Order Flow I hope it helps.