As I understand it globex changed the way data is reported a while back so that if 100 contracts hits the bid and get filled it will show up as lots of trades if it was filled by lots of bidders. Is there any way to have an indicator that has a bid ask size filter that puts them back together when they come in at the exact same time?
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The only thing I've come across about this, is this here:Originally posted by andy2001 View Post
disclaimer - I haven't the videos or purchased anything nor doubt I would purchase anything.
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