florence italy
Posts: 15 since Jul 2019
Thanks Given: 0
Thanks Received: 3
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Hi everyone,
I state that I understand little
this morning I was watching ES 09-10 at 1min the chart with order flow mode (so the red or green candle with the Bid x Ask quantity for a single candle next to it), at the same time close to the chart I put the DOM, in practice I checked that at the end of time of the candle, when a new candle is formed the bid ask values inside the candle were those that are beaten on the booK (which should be in ninjatrader those inside the round brackets close to the price), but a strange thing happened I saw loading first 1 piece on the book and on the order flow was fine because it appeared 1, then 2 on the book and in the order it said 3 then the book remained practically always on 2 (because in the early morning there is little movement , so do not splash the numbers fast) and half a second later I see 159 on the order even if there was no trace on the book even after continuing with quantity type 1 and on the order it gave 160, how is possible this ?? should all orders go through the book ?? it's a ninja bug?? or do it ??? , thanks to all
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