Questions tagged [time-and-sales]

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4 votes
0 answers
173 views

Live market data confusion

I have been exploring different data packages for a while and I learned that simply level 2 means top of the book (best bid/offer) for a specific exchange. In order to see other “worse” bids and ...
miran80's user avatar
  • 189
1 vote
4 answers
446 views

Sometimes the Time & Sales shows trades in between the bid and the ask. How is that possible?

White prints on the Time & Sales means that a trade happened in between the bid and the ask. How is that even possible? The only two answers that come to my mind are. There was a hidden order in ...
Jan Charles Butter's user avatar
1 vote
1 answer
693 views

Indications of Buy or Sell to Open -- Time and Sales Window

I am using Thinkorswim trading platform and came across something I do not understand. The options chain is as seen below with 10 open interest and volume of 315 at strike 55, (added: bid ask spread: ...
Sauron's user avatar
  • 145
5 votes
1 answer
15k views

Level 2 manipulation: types and how to spot

I've heard in quite a few trader interviews and trading videos to be wary of manipulation tricks used in Level 2 (Depth-of-Market [DOM] and Time-of-Sale [TOS]) to deceive "retail" traders, ...
Dustin's user avatar
  • 741