Trading the SPOOs with Patrick Slevin! Message Board

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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin!

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To: Patrick Slevin who wrote (2249)	12/28/1999 8:45:00 PM
From: Matthew L. Jones	Read Replies (2) of 7434

If you print a "bar" from Q-Charts, it shows total volume per bar on the e-mini, however, time and sales only shows all trades as one lots. On your time and sales for example I noticed 20 lots go by at one price. If it were a real sale and not a bid or offer, the price would surely have moved at least a tick during that time of day, IMO. I see 5 minute bars that don't have over 50. I would be willing to bet you are seeing bids and asks in quantity and sales as "1" on Globex. Matt

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