Forum: Commodities
February 2nd, 2012, 05:07 PM
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Replies: 6
Views: 2,340
One more thing
I was measuring depth flow (change in size of the inside Ask/Bid) as buy/sell orders were being matched.
I expected flow to decrease to a significantly low level to allow inventory to be used up,...
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Forum: Commodities
February 2nd, 2012, 04:55 PM
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Replies: 6
Views: 2,340
Thanks cpi65
I pondered what you said and dug deeper - I don't know if I got it correct - so any further insight - or critisim would be welcome.
,...G
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Forum: Commodities
February 2nd, 2012, 04:26 PM
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Replies: 6
Views: 2,340
Answered my own question
Well, I spent most of the day watching Book for the ES.
I was looking for the reason that caused ask/bid to up/down tick – and I what I saw was not what I suspected.
Many up/down ticks were...
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Forum: Commodities
February 1st, 2012, 07:24 PM
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Replies: 6
Views: 2,340
"Tape is my Shape" - I will definitely take a...
"Tape is my Shape" - I will definitely take a look.
,... I can see the bogus orders come through - however - I am watching the affect on depth (tier size) as orders are matched - and I don't see...
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Forum: Commodities
February 1st, 2012, 05:53 PM
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Replies: 6
Views: 2,340
I don't understand CME Book
I have been spending a fair amount of time watching CME (ESH2) Quote Book - and have noticed something I would like an explanation for.
I notice that it can take as little as 1 contract to cause...
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