Here is something to chew on:
Day........Buys.........Sells..........MM trade
Fri........87,700.......34,200.........60,000
Mon........28,576........3,000..............0
Tues......106,685........3,785.........12,000
Weds......367,600......177,486.........32,300
Thurs ....158,147.......78,030.........87,000
This is my count only. I could easily have guessed wrong on some transactions. I left out canceled trades and after hours trades. Here is the raw data
03/26/1999 09:31:11 S 1,000 0.43
09:32:37 B 4,100 0.4
09:42:32 S 1,000 0.43
09:49:02 S 4,000 0.43
10:05:18 S 2,500 0.43
10:20:38 S 10,000 0.43
10:23:14 S 10,000 0.43
11:09:33 S 4,500 0.43
11:09:43 S 5,000 0.43
11:33:48 B 9,300 0.4
12:13:09 S 4,000 0.43
12:26:45 B 10,000 0.4
12:33:43 S 6,000 0.43
12:35:28 S 10,000 0.43
12:50:56 S 500 0.43
12:55:37 S 2,000 0.43
13:00:25 S 4,500 0.43
13:03:41 S 5,000 0.43
13:19:39 B 5,800 0.40625
13:19:59 S 5,000 0.43
13:20:07 S 5,000 0.43
13:26:42 B 30,000 0.425
13:28:56 S 6,200 0.43
13:34:41 B 5,000 0.40625
13:37:32 S 10,000 0.40625
13:49:50 S 1,500 0.43
15:55:30 B 20,000 0.39
03/29/1999 09:35:20 S 5,300 0.4375
10:18:56 B 14,000 0.40625
12:35:04 S 1,000 0.46875
12:52:27 S 10,000 0.46875 D
12:52:27 S 5,000 0.46875
12:52:53 S 5,000 0.46875
12:57:02 S 5,000 0.46875
13:42:25 S 2,000 0.46875
14:06:44 S 776 0.46875
14:25:41 S 4,500 0.46875
15:09:18 B 3,000 0.4375
03/30/1999 09:34:40 S 160 0.46875
10:01:09 S 2,500 0.46875
10:01:09 S 2,000 0.46875
10:17:01 S 5,000 0.46875
11:41:49 Y S 10,000 0.46875
13:23:05 S 5,000 0.46875
13:52:34 S 325 0.475
14:16:02 S 10,000 0.475
14:16:32 B 12,000 0.455
14:23:46 B 3,785 0.4375
14:38:20 S 5,000 0.475
14:55:02 S 20,000 0.5
14:55:02 S 0 0.5 NO
15:11:00 S 5,000 0.5
15:14:48 S 5,000 0.5
15:30:04 S 3,000 0.5
15:34:48 S 5,000 0.5
15:35:05 S 9,200 0.5
15:56:10 S 12,000 0.5
15:57:39 S 2,500 0.51
15:59:51 S 2,500 0.53125
15:59:53 S 2,500 0.53
16:00:44 S 2,500 0.51 T
16:01:04 S 2,500 0.54 T
16:01:04 S 2,500 0.53 T
16:01:12 S 2,500 0.53125 T
16:04:25 B 25,000 0.49 T
16:04:51 B 5,000 0.5 T T C
16:06:19 B 5,000 0.5 SLD
03/31/1999 09:27:34 S 10,000 0.59375 T
09:31:58 S 2,500 0.59375
09:33:32 S 7,500 0.59375
09:33:58 B 20,000 0.58 O
09:34:17 S 5,000 0.62
09:34:46 B 2,000 0.61 C
09:35:47 S 5,000 0.62
09:38:06 S 2,500 0.625
09:38:13 S 1,000 0.625
09:38:22 S 4,000 0.625
09:39:31 S 2,500 0.625
09:40:51 S 2,500 0.625
09:41:16 S 2,500 0.625
09:41:51 S 5,000 0.625
09:42:08 S 5,000 0.625
09:42:47 S 20,000 0.625
09:42:53 S 1,000 0.625
09:42:57 S 1,000 0.625
09:44:48 B 2,500 0.61
09:46:50 S 5,000 0.625
09:47:11 S 15,000 0.625
09:48:37 S 150 0.625
09:49:17 S 200 0.625
09:50:41 S 2,500 0.625
09:51:34 S 2,500 0.625
09:54:06 S 200 0.625 C
09:54:38 B 20,000 0.615
09:54:50 S 2,500 0.6875
09:55:03 S 2,500 0.625
09:55:29 S 2,500 0.7
09:56:29 S 750 0.7
09:56:59 S 2,500 0.7
09:57:07 S 5,000 0.625
09:57:24 S 2,500 0.625 C
09:59:10 B 12,000 0.625
10:03:52 S 5,000 0.75
10:04:45 S 5,000 0.75
10:09:38 S 25,000 0.75
10:09:40 S 2,500 0.75
10:10:44 S 2,500 0.75
10:15:25 S 2,500 0.75
10:16:13 S 2,500 0.75 NO C
10:30:11 S 2,500 0.75
10:33:47 S 5,100 0.75
10:42:29 S 4,000 0.75
10:44:23 B 5,000 0.7
10:45:12 S 5,000 0.75
10:47:19 S 2,000 0.75
10:49:21 S 5,000 0.75
11:07:10 S 4,000 0.75
11:07:31 S 2,000 0.75
11:22:07 S 2,500 0.75 SLD
11:30:05 S 6,000 0.75
11:30:45 B 20,000 0.74
11:32:10 S 6,000 0.75
11:33:17 S 2,800 0.78125
11:33:21 S 2,800 0.78125
11:44:15 S 5,000 0.8
11:52:08 S 2,500 0.8125
11:52:28 B 300 0.75
11:53:01 S 5,000 0.8125
11:54:07 S 10,000 0.8125
11:54:17 B 10,000 0.8
11:54:59 S 7,500 0.8125
11:56:28 B 5,000 0.75
11:56:41 S 2,500 0.84
11:57:14 S 500 0.875
11:57:35 S 2,500 0.84
11:58:03 S 2,600 0.875
11:58:08 S 2,500 0.875
11:58:36 S 2,500 0.875
11:58:49 B 1,500 0.84375
11:59:48 S 5,000 0.875
12:00:12 S 2,200 0.875
12:00:48 S 2,500 0.875
12:02:32 S 7,700 0.875
12:02:53 S 2,500 0.875
12:03:09 S 500 0.96875
12:03:15 B 2,000 0.865 N
12:03:27 S 2,500 0.9375
12:03:40 S 2,500 0.96875
12:04:40 B 1,000 0.90625
12:04:51 B 10,000 0.96875
12:05:16 S 2,500 1
12:05:32 S 10,000 1
12:06:11 S 5,000 1
12:08:31 S 12,000 0.96875
12:08:35 B 5,000 0.9375
12:09:42 S 200 0.96875
12:10:37 B 2,500 0.84375
12:10:41 S 5,000 0.96875
12:22:51 B 2,500 0.875
12:24:02 S 2,500 0.75 SLD
12:25:38 B 1,000 0.875
12:27:00 S 10,000 0.96875 SLD
12:27:07 B 400 0.875
12:30:32 S 5,000 0.875
12:31:17 S 5,000 0.875 SLD
12:31:58 B 20,000 0.865
12:36:18 S 3,500 0.84375
12:36:56 S 3,000 0.84375
12:37:11 B 6,500 0.84375
12:44:11 S 2,500 0.875
12:44:11 S 2,500 0.8125
12:44:26 S 2,500 0.90625
12:44:37 B 5,000 0.78125
12:45:39 S 2,300 0.78125
12:55:04 S 2,000 0.90625
13:27:17 X 5,000 0.85
13:45:56 S 1,550 0.90625
13:46:11 B 1,150 0.8125
13:52:16 S 5,000 0.90625
13:52:22 B 5,000 0.8125
14:05:27 B 700 0.8125
14:05:59 B 893 0.8125
14:46:22 S 4,000 0.90625
14:46:29 B 2,500 0.8125
15:03:09 S 1,000 0.90625
15:35:22 S 2,500 0.90625
15:35:46 B 5,443 0.8125
15:39:00 B 10,000 0.8125
15:39:39 S 50 0.875 NO
15:39:56 S 3,500 0.875
15:40:33 S 5,500 0.875
15:40:51 B 3,500 0.84375
15:47:15 B 1,100 0.8125
15:53:00 S 2,500 0.8125
15:55:28 S 5,000 0.78125
15:56:57 B 5,000 0.796875
04/01/1999 09:33:10 S 2,500 0.75
09:33:53 B 2,500 0.75
09:34:15 S 2,500 0.71875
09:34:24 B 2,500 0.71875
09:34:29 S 2,500 0.71875 NO C
09:40:54 B 200 0.65625
09:42:40 S 250 0.75
09:43:57 B 5,000 0.65625
09:46:54 S 1,000 0.75
09:49:04 B 5,000 0.65625
09:53:34 S 5,000 0.75 N
09:57:03 S 5,000 0.75
10:00:39 B 2,500 0.6875
10:02:47 S 5,000 0.6875
10:02:59 B 2,500 0.6875
10:03:31 S 5,000 0.75 C
10:10:55 B 2,500 0.65625
10:11:45 B 2,500 0.625
10:12:00 S 2,500 0.65625 N
10:12:36 S 7,500 0.65625
10:35:40 S 10,000 0.75
10:37:28 S 500 0.75
10:38:08 S 300 0.75 NO C
10:38:19 S 200 0.75 NO C
10:38:28 S 2,000 0.65
11:30:42 B 5,000 0.59375
11:31:53 S 1,000 0.68
11:43:33 B 5,000 0.59375
11:43:41 S 5,000 0.59375
11:48:29 S 2,500 0.5625
11:48:38 S 2,500 0.6
11:48:51 B 5,000 0.5625
11:49:02 S 5,000 0.5625
11:53:25 B 5,000 0.55
11:58:30 B 2,500 0.55
11:58:40 S 2,500 0.55
11:58:58 B 2,500 0.53125
12:02:39 S 2,500 0.53125
12:02:52 S 1,675 0.5625
12:04:06 B 5,000 0.53125
12:04:55 S 5,000 0.53125
12:09:49 S 5,000 0.53125
12:09:58 B 5,000 0.53125
12:11:13 S 2,500 0.5625
12:11:24 S 5,000 0.5625
12:11:26 S 12,500 0.625
12:11:29 B 5,000 0.625
12:12:22 B 5,000 0.53125
12:19:36 S 5,000 0.6875 SLD
12:27:16 S 2,500 0.625
12:37:22 S 10,000 0.545 O
12:46:04 S 5,000 0.71875
12:47:25 S 3,000 0.71875
12:48:06 S 5,000 0.71875
13:05:02 S 6,433 0.75
13:06:23 S 3,206 0.75
13:08:10 S 2,800 0.75
13:08:13 S 2,800 0.75
13:12:14 S 5,000 0.75
13:13:50 S 6,433 0.75
13:14:03 S 2,500 0.75
13:14:09 S 5,000 0.75
13:16:00 S 2,500 0.75
13:17:16 S 2,500 0.8125
13:17:51 S 2,500 0.8125
13:17:55 B 630 0.79
13:22:47 S 2,550 0.875
13:22:48 S 2,500 0.875
13:25:31 S 5,000 0.875
13:53:11 S 5,000 0.875
13:53:25 S 2,000 0.875
15:05:42 S 5,000 0.875
15:09:55 S 5,000 0.875
15:10:29 S 5,000 0.875 NO C
15:11:56 B 15,000 0.86
15:12:19 S 5,000 0.84375
15:13:56 B 5,000 0.84375
15:27:49 B 500 0.84375
15:29:10 S 2,000 0.90625
15:31:56 B 4,500 0.84375
15:35:17 B 3,500 0.84375
15:38:33 S 12,500 0.875
15:48:03 B 3,700 0.84375
15:59:58 B 5,000 0.84375
16:03:31 B 2,500 0.84375 T
16:23:24 S 2,500 0.86 T
16:27:24 S 4,500 0.85 T
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 |
