The Elite Circle - Trade Size Analyzer for NT7
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Trade Size Analyzer for NT7 4 *
Updated version V3 as of 8:14 AM PT June 3, 2011.

This is a simple application of the GomRecorder framework that gets the exact size reported for every trade, then sorts the trades into two types, (at or above the ask and at or below the bid). Then within each type the trades are sorted into four groups based on the volume per trade.
  • Note that the way the CME reports trade sizes nowadays may be misleading - I think that many single trades are being reported as multiple smaller trades.
  • The cutoffs for the size groups are user selectable.
  • Can display either relative volume in the trade groups, or relative number of trades.
  • There is a user setting to adjust the widths of all the bars.
  • I have added error trapping and updated calls to the methods of the GomRecorder.
The problem on Volume based charts seems to be fixed now. If you downloaded this before about 11:15 AM ET on June 3 you will not have the latest version and should download again.

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Details: Trade Size Analyzer for NT7
Category: The Elite Circle 

June 3rd, 2011
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