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Fat Tails
Forum:
Emini and Emicro Index
April 8th, 2014, 12:53 PM
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If an transaction occurs BELOW the bid vrs AT the bid a bullish or bearish move
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Posted By
Fat Tails
A larger order may sweep through several levels...
A larger order may sweep through several levels of the order book at once. In that case a transaction may print below the best bid.
Example: The screenshot below shows the NinjaTrader DOM for ES...
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April 8th, 2014, 12:53 PM
