Aside from the obvious unfriendliness of the time and sales not having bold color coding to show the trade direction. I was wondering if there was a way to have the time and sales window show an unconsolidated view of trades. Right now it will show "X price" for the price followed my 1x100 (or +3x100, +16x100, +odd-lot, etc). This consolidated view is annoying and I'd rather see the straight order flow number. Is there something Im missing?
I could be wrong but anyone trading size is unlikely to show it in the tape. Say for example someone needs to shift 100,000 shares, they are likely to get it done via a fill algo, vwap, growler etc therefore attempting to hide their size in the tap. Then you have dark pools and other off exchange deals, I am not big into stocks others here will know a lot more. When I was trading at a firm some guys would execute block trades over the phone (Futures), this wouldn't go through the tape.