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CME Off Auction Block Trades and Time and Sales
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That would depend on your data feed. For instance, CQG distributes them to the exchange four minutes after the match.
Source: https://help.cqg.com/cqgic/19/defaul...ocktrades1.htm
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Hello llanqui,
Thanks for your post.
Yes, the Time and Sales window does report Block trades for last price data depending on your data provider.
It does not support Block trades for ask and bid prices.
The Time and Sales window displays a 'B' if the last trade size was greater then the "Block alert trade size" configured via the Time & Sales properties dialog window.
Time and Sales: https://ninjatrader.com/support/help...imeSalesWindow
Brandon H.NinjaTrader Customer Service
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