I thought I would try here before I ask this question at the TradeStation forums..... This relates to the Russell 2000 mini. My Matrix displays bids/offers 4 deep for the Russell. For those of you who use this to trade with....I constantly notice large bids/asks flashing in parenthesis for a nanosecond and they are gone. Usually when the action heats up and I am expecting a typical Russell explosion. I am assuming this is large instituitional stuff coming and going. Anybody else notice this or can enlighten me exactly what it is and why it never shows up.
Hmmm. Looks like they are happening a few notches above or below traded price Usually. Hard to tell it happens so fast.
i see what you are saying-------you are not talking about the numbers in the "yellow box" of the "price" column when an order is transacted. you are talking about the number of market participants at that price level in the parenthesis. the number you are referring to is the number of participants or the depth.
That's correct and what I can not understand is why I am seeing (or trying to see) is why is it that when there are only say 80 contracts bid at a certain level, then I see this large number flash, and the 80 contracts is basically unchanged after it happens.
well who knows if tradestation is even close to the actual depth when these numbers flash-----------the lag i see on tradestation at times is so bad that i do not even pay attention to the depth number ever.