Conditions "Out of Sequence" and "Filtered from Chart" in Tradestation T&S - Reviews of Brokers and Data Feeds | futures io social day trading
futures io futures trading


Conditions "Out of Sequence" and "Filtered from Chart" in Tradestation T&S
Updated: Views / Replies:841 / 1
Created: by Maisie Attachments:1

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors – all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you don’t need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Conditions "Out of Sequence" and "Filtered from Chart" in Tradestation T&S

  #1 (permalink)
Elite Member
san francisco
 
Futures Experience: Beginner
Platform: Interactive Brokers
Favorite Futures: stocks & options
 
Maisie's Avatar
 
Posts: 146 since Dec 2011
Thanks: 99 given, 84 received

Conditions "Out of Sequence" and "Filtered from Chart" in Tradestation T&S

Can someone please put me out of my misery and explain how the volume gets calculated for trades which post with conditions "Out of Sequence" and "Filtered from Chart"? I have called Tradestation trade desk and they don't know. I've posted in their forum, no answer. I've emailed the nq exchange, no answer. I've tweeted about it and only got one mysterious reply: "I could tell you, but you wouldn't believe it".

WTH???

In my attempt to become an
ace tape reader, I have put up a workspace with 3 tapes. One which has all the T&S on the SPY which is obviously too fast too read. Except on these crazy midget volume days. 2nd one which filters for > 10,000 share trades and the third, filters > 100K. This tape is where it gets crazy. Since I started doing this I have noticed sweeps at prices which are not on the volume at all in the matrix. IE no trades took place at that price that day. None. Not in pre market, not during the day. Zero. Trades which obviously, had to have gone off the previous day, when price was at that level. And I am not talking about small trades here. Sweeps totalling tens of millions of shares, which in some cases would really change the volume picture on the day. All I want to know is, where does it get counted when printing the volume bar on the daily chart? Yesterday's price = yesterday's volume? Or is it, today's print = today's volume? Because if it's the latter, WTF is anyone doing paying attention to volume bars anymore. These prints are in the 4 decimal places, thus I assume they are algo trades which went off on dark pools and then got reported later. It's my understanding the dk pools have 90 seconds to report to the "consolidated feed" or whatever the heck it's called. I am not here to say Oh Terrible HFT, they are not following the Rules. Whatever. I just am trying to figure out, what do these trades mean for price. What is the meaning of them.

Any insights much appreciated. Here is a relatively recent example.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Du sublime au ridicule, il n'ya qu'un pas. ~Napoleon Bonaparte
Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.


Reply



futures io > > > > Conditions "Out of Sequence" and "Filtered from Chart" in Tradestation T&S

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
"Extremes", "highest/lowest" functions affecting maxbarback LastSyndrome Elite EasyLanguage Automated Trading 3 September 1st, 2012 06:38 AM
Saxo Bank's 10 "Outrageous Predictions" For "2012: The Perfect Storm" Quick Summary News and Current Events 0 December 17th, 2011 08:10 PM
Fukushima: "China Syndrome Is Inevitable" ... "Huge Steam Explosions", or "Nuclear Bo Quick Summary News and Current Events 0 November 22nd, 2011 02:50 AM
How to change "Stop Loss" and "Take Profit" in "shElderImpulse" Strategy javed759 NinjaTrader 1 November 1st, 2011 11:44 PM
"mid", "buy", "sell" volumes lokgotkent Traders Hideout 6 September 30th, 2011 02:24 PM


All times are GMT -4. The time now is 03:26 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-13 in 0.08 seconds with 20 queries on phoenix via your IP 54.226.132.197