Your last document seems to show accurate T&S info based on EST time, but why is it that on your PC printout of the RealTick odrer book (the one that says "OrderBook for USRE001"), some trades show MNT time, and some trades show EST time? I would think that the PC woud use the same timezone to report all trades....
Dottom, Look at http://www.elitetrader.com/vb/attachment?s=&postid=43785 you can see twenty-four 100-share lots traded at 56.90. Then, 600 at 56.96. Since I see two $15 commissions, I can conclude it was two orders. I think the problem is that David's report (in the original attachment) aggregated the shares into 2400 and gave it a time stamp when to order was originally entered and not when the last 100 shares were filled. The 600 shares have the correct time stamp of the fill (off by 6 seconds from the original post). Just my two cents I believe these trades are real! Mark
Mark, That still doesn't explain why some trades were reported with EST and other trades with MST time stamps on the first attachment (the one with the RealTick order book). I'm not saying I don't believe these trades are real, but anyone posting trades here will get lots of scrutiny. It's not an offense to the poster, it's just the defensive mechanism of validating credibility.
I completely agree with you Dottom, but it looks more like a RealTick bug than anything else. I wonder what the detailed OES report would look like. I bet it will be different than the Summary report. If you look at it carefully, the report here http://www.elitetrader.com/vb/attachment.php?s=&postid=43785 matches the original report with the exception of the 2400 AMGN. All the times are Eastern. There is nothing in MST. RealTick OES is always EST. I live in central time, and my clock is set to central time, but confirmations are always in EST. My suggestion to you David is to use the detailed report. the problem is that it will show all your cancellations and changes and lots of other things, but it will match at the end Mark
OK. Here it is. Dottom...you look at this close! Also, I did use the "change order" during the day as it will show. I can't tell you why the software uses EST vs MTN during the session, I'm a trader not a programmer, but take the info. from the TNT web site as the final upload since this is what is sent to the clearing firm, which I will post Monday after clearing. I will also post after settlement (t+3) once they hit. I mean Dottom...are you kidding...do you really think these are not real trades! PS Again, the bug in RealTick I think has to do w/ the PC clock. So read the TNT blotter to compare. Thats all I can do till Monday. wow!
David, Check this out. You placed an order to sell 3000 AMGN @ 10:27:56. The fills on the Summary report, took your "order placement time" rather than fill time, as I suspected. Case solved! So in the future, use the detailed report. It should keep you out of trouble BTW, did you use reserve orders, looks like a lot of 100 shares fills. An order like sell 3000 on ARCA show 100 can do that sometime Then, you cancelled and moved it up for another 6 cents on 600 shares ~ Greed. I do it all the time I can tell that you are a true trader by reading this report. Don't let the jealous ones on this board scare you away! They will wait for you to stumble ... but I think you will prevail! Have a good weekend, Mark
I never said I didn't believe you- in fact I give you the benefit of the doubt because it wouldn't be worth going through all this trouble otherwise. I was simply pointing out inconsistencies in your RealTick OrderBook screenshot. You must admit it is very strange to have some executions listed as EST and the others listed in MST. When mbg first brought up the potential inconsistency, you replied that you live and trade in Denver so all your trades reflect MST on your RealTick OrderBook. Then your follow up documentation shows that only one trade showed MST time stamp, and the rest showed EST. Again, not a big deal, but you made such a strong statement that your time stamps should all be MST because of your PC clock, and it turns out only one showed up that way (the one in question). Credibility is the most important commodity around here, especially if you come in to ET as a celebrity
Mark, Thanks. This thing is nuts. Just trying to trade some stocks and have fun. I just played w/ it and it looks like you right mouse click in the OES and choose "set-up" and then click the detail box. Is that correct? Hey man...you win the late night marathon...I'm going to bed! Goodnight.:eek:
In Dave's defense, we put him on the defensive, and he really did not know why the time difference existed. Can you imagine being in his shoes? Just to make sure that everyone understands, RealTick charts, T&S, and Confirmations are always in EST! But if you summarize the reports in the OES window, the times will be different. Consequently, David got all confused. The detailed OES screen shot he later posted clearly shows that times are EST and correspond to real data. David, sorry you had to go through this. Mark