Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
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IMHO
If you buy 50, then the order will be executed per the orders that are in the book.
If there first in the queue is 50 or more, then you get one execution.
If there are 10 x 5, you get 10 exeuctions of 5
To optimize the feed, it will be 50 executed (which is not 10x 5
tape recontruction is the opposite, it is breaking down 50 in 10 exeuctions based on the book info
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