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unusual vol spike


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unusual vol spike

  #1 (permalink)
 
aquarian1's Avatar
 aquarian1 
Point Roberts, WA, USA
 
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Does anyone else (using a source OTHER THAN IB) show a big volume spike on the one minute ES chart at 15:00
-shows 70,702
which is a very big number for a one minute volume bar.

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 rintin2x 
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  #4 (permalink)
 
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 Fat Tails 
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The volume spike is not unusual.

That is the typical volume at 4:00 PM EST when the stock market closes.

You will find it every day.

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  #5 (permalink)
module0000
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That's the "cash close", when all market makers and brokers running at a surplus/loss must become flat. A lot of HFT insanity happens in those moments, if you watch time and sales it is just about seizure-inducing. It usually happens between 2:30 and 3 each day.

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  #6 (permalink)
 
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 aquarian1 
Point Roberts, WA, USA
 
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Fat Tails View Post
The volume spike is not unusual.

That is the typical volume at 4:00 PM EST when the stock market closes.

You will find it every day.

yes there is a spike around 15:00 CT but not 70K in one minute. This is VERY unusual

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  #7 (permalink)
 
aquarian1's Avatar
 aquarian1 
Point Roberts, WA, USA
 
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module0000 View Post
That's the "cash close", when all market makers and brokers running at a surplus/loss must become flat. A lot of HFT insanity happens in those moments, if you watch time and sales it is just about seizure-inducing. It usually happens between 2:30 and 3 each day.

yes but not this
See reply to FT

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  #8 (permalink)
 tr8er 
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lol, this is absolute not unusual, on Thursday it was 64k on Wednesday it was 61k, but if you want to compare the volume of Friday there is the most volume, the reason is Cash-Close + Weekend.

i.e. last Friday (6-30) the volume was 152k (the last minute of the cash-session), so what should there be unusual?

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Last Updated on July 9, 2017


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