//////////////////
Sure wish I could get my hands on Fridays trading logs, even a level 2 post would be a huge help... I am trying to see at what levels the MMs are capping their inventories.
///////////////////////
Here is the trading log:
Date Friday March 13, 1998
13 - 16:07 I 0.0180 223,000
13 - 16:05 I 0.0185 133,000
13 - 16:05 I 0.0185 40,000
13 - 15:58 0.0185 34,000
13 - 15:54 0.0182 75,000
13 - 15:50 0.0185 100,000
13 - 15:47 0.0185 23,000
13 - 15:44 0.0185 40,000
13 - 15:35 0.0185 100,000
13 - 15:35 0.0185 50,000
13 - 15:34 0.0185 4,100
13 - 15:28 0.0185 10,000
13 - 15:24 0.0172 2,637,00
13 - 15:23 0.0181 5,000
13 - 15:23 0.0177 5,000
13 - 15:18 0.0181 5,000
13 - 15:17 0.0177 35,000
13 - 15:02 0.0180 200,000
13 - 15:00 0.0180 50,000
13 - 14:58 0.0180 50,000
13 - 14:56 0.0180 150,000
13 - 14:55 0.0180 50,000
13 - 14:54 0.0180 8,600
13 - 14:49 0.0180 60,000
13 - 14:45 0.0177 100,000
13 - 14:16 0.0176 5,000
13 - 14:14 0.0180 35,000
13 - 14:13 0.0180 50,000
13 - 14:02 0.0178 65,000
13 - 13:56 0.0176 50,000
13 - 13:56 0.0175 200,000
13 - 13:54 0.0179 237,000
13 - 13:51 0.0179 71,000
13 - 13:42 0.0179 40,000
13 - 13:40 0.0179 1,000
13 - 13:35 0.0179 35,000
13 - 13:34 0.0179 2,700
13 - 13:33 0.0179 100,000
13 - 13:32 0.0177 100,000
13 - 13:31 0.0177 100,000
13 - 13:30 0.0179 20,000
13 - 13:29 0.0179 2,000
13 - 13:29 0.0179 25,000
13 - 13:29 0.0179 20,000
13 - 13:21 0.0179 5,000
13 - 13:05 0.0179 35,000
13 - 13:02 0.0179 4,000
13 - 12:52 0.0179 200,000
13 - 12:51 0.0179 100,000
13 - 12:51 0.0179 5,000
13 - 12:47 0.0179 27,000
13 - 12:36 0.0175 5,000
13 - 12:35 0.0171 5,000
13 - 12:22 0.0179 2,900
13 - 12:15 0.0180 200,000
13 - 12:14 0.0175 200,000
13 - 12:11 0.0180 50,000
13 - 12:04 0.0180 50,000
13 - 11:58 0.0180 100,000
13 - 11:57 0.0180 125,000
13 - 11:57 0.0180 240,000
13 - 11:56 0.0180 200,000
13 - 11:54 0.0171 50,000
13 - 11:54 0.0175 30,000
13 - 11:54 0.0171 30,000
13 - 11:53 0.0180 5,000
13 - 11:52 0.0180 50,000
13 - 11:49 0.0171 25,000
13 - 11:48 0.0180 100,000
13 - 11:48 0.0175 60,000
13 - 11:46 0.0180 50,000
13 - 11:43 0.0180 5,000
13 - 11:41 0.0177 250,000
13 - 11:35 0.0180 50,000
13 - 11:30 0.0180 5,000
13 - 11:30 0.0180 55,100
13 - 11:26 0.0182 26,000
13 - 11:26 0.0180 26,000
13 - 11:21 0.0180 100,000
13 - 11:20 0.0179 130,000
13 - 11:18 0.0180 5,000
13 - 11:18 0.0180 40,000
13 - 11:18 0.0180 30,000
13 - 11:18 0.0180 20,000
13 - 11:16 0.0180 30,000
13 - 11:13 0.0180 50,000
13 - 11:08 0.0180 30,000
13 - 11:05 0.0180 5,500
13 - 10:58 0.0170 150,000
13 - 10:57 0.0180 5,000
13 - 10:57 0.0180 50,000
13 - 10:43 0.0180 200,000
13 - 10:42 0.0170 200,000
13 - 10:36 0.0179 5,000
13 - 10:35 0.0179 25,000
13 - 10:35 0.0179 5,000
13 - 10:26 I 0.0170 150,000
13 - 10:24 0.0179 200,000
13 - 10:24 0.0179 7,000
13 - 10:23 0.0179 5,000
13 - 10:21 0.0175 5,000
13 - 10:21 0.0170 5,000
13 - 10:15 0.0179 120,000
13 - 10:12 0.0175 200,000
13 - 10:10 0.0175 200,000
13 - 10:09 0.0175 31,700
13 - 10:06 0.0175 10,000
13 - 10:06 0.0175 200,000
13 - 10:06 0.0175 300,000
13 - 10:04 0.0175 5,000
13 - 10:04 C 0.0175 150,000
13 - 10:02 0.0175 150,000
13 - 10:01 0.0171 200,000
13 - 09:51 0.0175 25,000
13 - 09:45 0.0166 12,000
13 - 09:45 0.0175 35,000
13 - 09:43 0.0175 5,000
13 - 09:41 0.0175 4,000
13 - 09:41 0.0170 250,000
13 - 09:40 0.0175 80,000
13 - 09:39 0.0175 250,000
13 - 09:39 0.0175 100,000
13 - 09:38 0.0175 40,000
13 - 09:37 0.0175 50,000
13 - 09:37 0.0172 5,000
13 - 09:37 0.0172 5,000
13 - 09:37 0.0172 5,000
13 - 09:37 0.0172 5,000
13 - 09:37 0.0165 5,000
13 - 09:37 0.0165 5,000
13 - 09:37 0.0165 5,000
13 - 09:37 0.0165 5,000
13 - 09:37 0.0165 5,000
13 - 09:37 0.0165 5,000
13 - 09:37 0.0165 5,000
13 - 09:37 0.0165 5,000
13 - 09:37 0.0165 5,000
13 - 09:37 0.0165 5,000
13 - 09:37 0.0165 5,000
13 - 09:36 0.0165 5,000
13 - 09:35 0.0172 10,000
13 - 09:34 0.0170 115,000
13 - 09:34 0.0170 29,000
13 - 09:34 0.0170 55,000
13 - 09:33 0.0170 100,000
13 - 09:32 0.0165 500,000
13 - 09:31 0.0170 500,000
13 - 09:31 0.0170 17,600
13 - 09:31 0.0170 17,000
13 - 09:30 0.0170 3,500 |
