Chris, I hate to tell you this, but you have it backwards.
From the time and sales report, those B's are actually what you and I would call sells. That is from a Market Maker report.
So if you just want to look at the buys, first thing you have to do, is change all those B's to S'sssssssss.
While for those long, the prices suck, for the pinks, that is one hell of a tight spread. You can buy at .025 - .035 but sell at .02. MM's LOVE the pinks, if they're on one that trades.
11/01/1999 09:44:28 B 2,084 0.02
09:47:03 S 1,500 0.03
10:40:22 B 11,000 0.02
10:40:39 S 11,000 0.025
11:40:00 B 10,000 0.02
11:40:31 S 10,000 0.025
11:42:57 B 5,000 0.02
11:48:18 S 5,000 0.035
13:20:49 B 1,000 0.03
13:27:14 S 75,000 0.035
13:27:14 B 50,000 0.03 O C
13:59:40 S 50,000 0.03 SLD O
14:23:59 S 30,000 0.03 O
11/02/1999 11:38:31 S 5,000 0.035
14:55:26 S 10,000 0.03
15:34:35 B 2,000 0.025
Time and Sales Report Key:
As Of
Y = Trade Reported T+1
blank = Current Day Trade
Buy/Sell
B = Reporting side buy
S = Reporting side sell
MOD1 & MOD2 (Trade Modifiers or Conditions)
B = Bunched Trade
C = Cash Sale
SB = Sold Bunched
ND = Next Day Delivery
Snn = Seller Option (nn is numeric)
S(X) = Settlement Date
T = Form T trade
SLD = Sold out of sequence
W = Average Price
PRICE OVERRIDE
O = Subscriber entry price override
X = Supervisory entry price override
V = Supervisory contract override
MEDIA DISSEMINATED
No = Not disseminated to the media
blank = Processed for media reporting
ACT STATUS
B = Broken
C = Canceled
D = Declined
I = Inhibited (by clearing firm)
K = Rejected sizable trade
N = "No" portion of No/Was trade |
