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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin! -- Ignore unavailable to you. Want to Upgrade?

To: Patrick Slevin who wrote (2242)	12/28/1999 3:50:00 PM
From: Esteban	Read Replies (1) \| Respond to of 7434

Patrick, I see some asks from that time at the sizes you show, but all the trades show 1, at least on QCharts. An easy way to see if you are or are not getting volume of trades, rather than volume of bids and asks, is to filter the time and sales to only show trades. Then you can go to any date/time and see at a glance whether you have volume or not. I don't (:{) Right click the T&S window, left click filter. Check only the boxes filter by type, trades. Then OK. If you get what I get it will show only trades and they are all size 1, no matter what time or date you go to.

To: Patrick Slevin who wrote (2242)	12/28/1999 4:10:00 PM
From: SE	Read Replies (2) \| Respond to of 7434

This is fascinating. I compared QC trades to your times and prices below. I have added the time and price to your original data. Ignoring bids and asks and only matching actual trades this is the setup I get. Other than the first 12:09 price (unless you take my 12:08:59) it is a perfect match. ================================================ 12/23/1999, 12:08, 1478.500000, 21 12:08:19 1478.50 12/23/1999, 12:08, 1478.500000, 1 12:08:19 1478.50 12/23/1999, 12:08, 1478.500000, 1 12:08:19 1478.50 12/23/1999, 12:08, 1478.250000, 1 12:08:21 1478.25 12/23/1999, 12:08, 1478.500000, 6 12:08:24 1478.50 12/23/1999, 12:08, 1478.500000, 5 12:08:24 1478.50 12/23/1999, 12:08, 1478.500000, 1 12:08:25 1478.50 12/23/1999, 12:08, 1478.750000, 23 12:08:25 1478.75 12/23/1999, 12:08, 1479.000000, 22 12:08:29 1479.00 12/23/1999, 12:08, 1479.000000, 1 12:08:29 1479.00 12/23/1999, 12:08, 1479.000000, 7 12:08:30 1479.00 12/23/1999, 12:08, 1478.750000, 7 12:08:31 1478.75 12/23/1999, 12:08, 1478.500000, 10 12:08:34 1478.50 12/23/1999, 12:08, 1478.750000, 3 12:08:39 1478.75 12/23/1999, 12:08, 1479.000000, 2 12:08:46 1479.00 12/23/1999, 12:08, 1478.500000, 1 12:08:56 1478.50 12/23/1999, 12:08, 1478.500000, 1 12:08:56 1478.50 12/23/1999, 12:08, 1478.500000, 1 12:08:56 1478.50 12/23/1999, 12:08, 1478.500000, 1 12:08:56 1478.50 12/23/1999, 12:08, 1478.750000, 1 12:08:57 1478.75 12/23/1999, 12:08, 1478.750000, 4 12:08:57 1478.75 12/23/1999, 12:09, 1478.500000, 1 12:08:59 1478.50 12/23/1999, 12:09, 1478.500000, 3 12:09:00 1478.50 12/23/1999, 12:09, 1478.500000, 2 12:09:04 1478.50 Maybe you are getting volume data in your stuff. QC sure doesn't provide it. -scott