Where to find the market orders to limit orders ratio?

Discussion in 'Trading' started by crgarcia, Aug 22, 2007.

  1. Preferably with charts.

    It is said that in down trends market orders to sell increase, limit orders to buy increase.

    In uptrends market orders to buy increase, limit orders to sell increase.
  2. Become a specialist...
  3. xxxskier

    xxxskier Guest

    www.marketdelta.com gives you what your looking for. its designed more for index futures then for stocks.
  4. rcj


    I dont see anything re a mkt/lmt "ratio" there...??
  5. rcj


    I just do not know of any retail data feed that is going to report mkt order executions separately from lmt order executions.

    Probably, Exchange members( NYSE, CBOT, etc) can get this info and more real time if they want from their trade processing servers/platforms.

  6. The ratio is approximately equal to 1.
  7. mujoh


    Isn't the ratio always 1? Whenever I hit a market order to buy or sell the market there must be somebody sitting with a limit price on the other side of the spread...

    I guess what you are looking for is on which side (buy or sell) the majority of market orders are placed...MarketDelta can help you here ...