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TOS ES average trade size anomaly
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TOS ES average trade size anomaly

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Trading Apprentice
new york, ny
Futures Experience: Advanced
Platform: thinkorswim
Favorite Futures: es
Posts: 1 since Nov 2015
Thanks: 0 given, 0 received

TOS ES average trade size anomaly

Since sunday night globex session, my ES 512 tick chart average trade size looks to be about triple what it was before sunday. Anyone else see this? Is it related to thinkorswim's implementation of the mandatory CME MDP 3.0 migration? thanks.

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