Forum: Commodities
September 13th, 2020, 07:01 PM
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Replies: 4
Views: 2,102
Thank you both for your insight. I'm using...
Thank you both for your insight. I'm using MZPacks Hard calculation for the Icebergs with CME data feed. I'm wondering if BookMap would show it lifting those 'fake' limit orders last second while a...
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Forum: Commodities
September 13th, 2020, 12:41 AM
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Replies: 4
Views: 2,102
OrderFlow Trading
I was trading ES on replay for 9/4 and noticed odd behavior that hope someone could explain why it would happen.
I have MZPack with IceBerg, BigTrades, Depth of Market and Orderbook info.
I saw...
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