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Strategies & Market Trends : RealTick III
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To: Pierre Borczuk who wrote (83)7/31/2000 12:33:45 AM
From: Wayners  Read Replies (1) of 311
 
You got to watch the T&S versus the inside the level II quotes for the real story. A better way to chart in a high volume environment is to switch from a chart of price bars to a chart of bids and asks--now your watching real time in chart form. The new realtick allows a chart of the bid and chart of the ask on a single chart. The last version of realtick didn't allow this--just either the bid or the ask. Hope this helps. Its what I use in those really high volume or delayed prints situations.
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