Time & Sales

[coopster]

Thanks, i will look into that.

On some volatile stocks, i am getting a trade like that every few seconds or so. Not the majority admittedly but gets my brain thinking for a split second that i am missing a great move!

Maybe someone knows this also:
On E-signal L2, is there a way to colour the T&S prints depending whether they were at the bid/ask? I get them all coming through as white. However the settings show that they should be green and red.

thanks for your help.

Coop.

 

[DionysusToast]

coopster - depends what you mean by 'volatile'.

Look at Citygroup - 350 million shares traded yesterday and the price only moved 9 cents. So we know volume does not = price volatility necessarily.

In fact, in a thin low volume market, price tends to move around more as there aren't that many people interested in buying or selling. When you want to buy, the closest seller may be well away from the price you want.

So - I would equate low volume, not many participants with price volatility. Take a look at FEIC (the stock), you'll see what i mean. Such stocks you should stay away from as you can get terrible fills.

So - don't equate price moves with lots of participation, price moves can be because of lack of participation.

 

[coopster]

Thanks Mr Toast, Will bear (bare?) that in mind.

I think by volatile, i meant "active". A stock where trades print off almost constantly the whole day without much time between prints. Not correlated to big price swings like you say.

Happy Trading!

Coop