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EOT Automated System

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Paris, France
Trading Experience: Advanced
Platform: Market Delta & Ninjatrader
Favorite Futures: ES
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Posts: 2,565 since Jun 2009
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Silvester17 View Post
sorry can't agree to that.

cme does not bundle trades together. on my chart those are "trades bigger than 100 contracts". checked it with time and sales. if it would be the way you say, it would be a much bigger value.

As of October 2, CME does bundle trades together. What roonius says is true. It is not possible to know if it was one trader or several. All we can know is x number of shares were traded at a specific price (bid or ask). That's it. But I think it's enough to be useful.

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