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To: Jack of All Trades who wrote (2018)6/21/2001 4:52:22 PM
From: peter n matzke  Read Replies (3) | Respond to of 12411
 
Jeff, the Bid Ask sizes are cumulative of all Bids or Asks at a specific price and are not broken down into individual
traders unless you have the fancy level 2 system that discloses the trading firm.

IS any one using that by the way??
what does it cost? and who is offering it?

just for fun i looked at a fast market to see how fast orders can hit the market
i counted 600+ contracts in 12 seconds, there are some fast fingers out there, or perhaps
electronic automated systems in use



To: Jack of All Trades who wrote (2018)6/21/2001 5:18:44 PM
From: Louis V. Lambrecht  Respond to of 12411
 
Jeff - NO limit, as far as traded in chunks of 250 or lower.
Trade 600 in 3 times 200 or...100-250-250...or... play the markup/markdown game as on any other exchange <g>
Have to know about it.
I guess the next step will be a four lines order book at each side ( as canadian and French electronic exchanges) before a full order book a la Nasdaq Level II.