Questions tagged [time-and-sales]
The time-and-sales tag has no usage guidance.
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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 ...
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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 ...
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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: ...
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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, ...