Jigsaw Trading's Peter Davies - Ask Me Anything (AMA) - futures io
futures io

Jigsaw Trading's Peter Davies - Ask Me Anything (AMA)

Discussion in Trading Reviews and Vendors

      Top Posters
    1. looks_one Jigsaw Trading with 175 posts (350 thanks)
    2. looks_two matthew28 with 37 posts (39 thanks)
    3. looks_3 Big Mike with 30 posts (119 thanks)
    4. looks_4 paps with 29 posts (25 thanks)
      Best Posters
    1. looks_one Big Mike with 4 thanks per post
    2. looks_two Blash with 2.4 thanks per post
    3. looks_3 Jigsaw Trading with 2 thanks per post
    4. looks_4 matthew28 with 1.1 thanks per post
    1. trending_up 262,090 views
    2. thumb_up 836 thanks given
    3. group 364 followers
    1. forum 720 posts
    2. attach_file 91 attachments

Welcome to futures io: the largest futures trading community on the planet, with well over 150,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
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

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

Search this Thread

Jigsaw Trading's Peter Davies - Ask Me Anything (AMA)

(login for full post details)
  #721 (permalink)
 Jigsaw Trading  Jigsaw Trading is an official Site Sponsor
Site Sponsor

Web: Jigsaw Trading
AMA: Ask Me Anything
Webinars: Jigsaw Trading Webinars
Elite offer: Click here
Jigsaw Trading's Avatar
Posts: 3,003 since Nov 2010
Thanks: 831 given, 10,381 received

TWDsje View Post
When volume comes in you're getting and update for every limit order that was filled rather than an update for each market order that went through. So if one market order of 1000k takes out several hundred different limit orders you'll get a bunch of updates. Hence the whole purpose behind Jigsaw's reconstructed tape. There's also still the issue of whether the volume gets reported first or whether you see the change in the level 2 first.

The easiest solution for this is to just run Jigsaw's Reconstructed Tape, and set the alert to be larger than what the usual resting liquidity is. So if we're putting up 1000's in ZN right now, an alert for 1200 or more would probably alert you to this condition well enough.

Great answer -thanks!

If you have any questions about the products or services provided, please send me a Private Message or use the futures.io "Ask Me Anything" thread
Visit my futures io Trade Journal Reply With Quote

Can you help answer these questions
from other members on futures io?
Reaching Customer Service
Asking Wall Street Billionaire for Investment Advice
Psychology and Money Management
IKYP - How I solved email troubles on VPS

futures io Trading Community Trading Reviews and Vendors > Jigsaw Trading's Peter Davies - Ask Me Anything (AMA)

Last Updated on November 21, 2022

Upcoming Webinars and Events

NinjaTrader Indicator Challenge!


Copyright © 2022 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), 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