What do you call this?

Discussion in 'Order Execution' started by GotherL, Nov 6, 2020.

  1. GotherL


    Is there a term when the level 2 is going berserk on the times and sales? I see this happen everyday at 8am. A rush of orders go thru 10%+ away from the bid/ask but doesn't affect the actual trading price.
  2. CALLumbus


    How can level 2 go berserk on times and sales ?
  3. Pre-market starts at 4:00 on equities, but some brokers allow trading only later. Maybe your broker starts pre-market at 8:00 and all that backlog is being dumped in one second?
    qlai likes this.
  4. AbbotAle


    Yes, a fast market.