LEAH trading log for this week through Wednesday. Cannot figure out how they determine buys and sells though. According to this a lot of the 10K block trades at or near the bid are buys. Does that mean the MMs are screwing around?
03/08/1999 09:25:07 B 400 0.51 T
09:39:01 B 2,500 0.51
09:39:05 B 3,000 0.51
09:40:56 S 800 0.53
09:43:22 S 1,000 0.53
09:50:15 S 1,200 0.53
09:53:02 S 5,000 0.51
09:53:48 S 2,500 0.51
09:55:48 S 5,000 0.5
09:56:03 S 4,000 0.5
11:15:24 B 4,000 0.48
11:15:27 S 4,000 0.5
11:17:09 B 300 0.48
11:17:14 S 500 0.5
12:37:52 S 5,000 0.52
12:37:58 B 3,000 0.5
12:38:02 B 2,000 0.51
13:47:55 S 5,000 0.51
13:47:58 B 5,000 0.5
13:50:11 S 2,000 0.505
13:50:40 B 5,000 0.48
13:50:50 S 2,000 0.5
13:50:51 S 2,300 0.5
03/09/1999 09:42:38 B 2,500 0.48
09:43:07 B 3,000 0.485
09:45:18 S 3,000 0.51
09:49:06 S 1,000 0.51
09:50:24 S 100 0.5
09:50:33 S 2,500 0.48
09:59:04 B 500 0.48
10:33:10 B 300 0.48
10:55:35 B 8,000 0.49
10:55:43 S 8,000 0.5
11:04:14 S 6,300 0.51
11:05:46 S 7,000 0.51
11:14:24 B 2,500 0.5
11:14:24 B 3,000 0.5
11:14:28 S 10,000 0.51
11:26:50 S 10,000 0.51
12:03:20 S 3,200 0.54
12:20:24 S 3,500 0.54
12:21:32 S 900 0.54
12:33:08 S 500 0.54
12:33:13 B 500 0.53125
12:48:55 B 3,600 0.5
12:49:00 S 1,000 0.5
13:10:38 B 2,800 0.5
13:20:28 S 5,000 0.5
13:20:31 B 4,000 0.5
13:48:08 S 2,000 0.54
14:04:29 S 1,232 0.54
14:23:46 S 4,000 0.51
15:24:21 S 1,000 0.54
15:24:37 B 1,000 0.53125
15:32:19 B 5,000 0.48
15:32:53 S 4,000 0.51
15:32:54 S 1,750 0.5
15:47:20 S 2,750 0.54
15:47:24 B 2,400 0.5
15:47:29 B 350 0.53125
15:51:29 B 5,000 0.48
15:51:33 S 5,000 0.49
03/10/1999 09:42:37 B 2,500 0.48
09:42:43 B 3,000 0.48
09:43:18 B 2,000 0.48
09:43:36 S 500 0.53
09:44:27 S 800 0.53
09:46:29 S 400 0.5
09:46:30 S 1,800 0.5
10:07:49 S 5,000 0.48
10:08:09 S 1,000 0.5
10:08:51 S 5,000 0.48
10:09:19 S 5,000 0.48
10:09:21 B 10,000 0.48
10:10:48 S 150 0.49
10:10:49 S 150 0.5
10:10:49 S 1,000 0.5
10:22:17 S 390 0.5
10:37:52 S 600 0.52
10:51:35 S 2,000 0.52
11:43:57 B 10,000 0.48 NO N
11:44:27 S 700 0.5
11:45:03 S 5,000 0.5
11:45:04 S 3,000 0.5
11:46:28 S 2,200 0.52
11:46:30 B 2,500 0.5
11:53:06 B 10,000 0.48 NO
12:03:40 S 1,000 0.5
12:03:42 B 3,000 0.5
12:23:50 S 1,000 0.49
12:24:43 S 60 0.49 NO
13:12:59 S 2,000 0.49
13:45:24 S 2,000 0.48
13:52:19 S 2,000 0.48
13:56:27 S 10,000 0.48
13:56:35 S 10,000 0.48
14:40:58 B 500 0.48
14:41:01 B 1,000 0.48
15:04:29 B 10,000 0.48
15:04:32 S 5,000 0.48
15:23:48 B 500 0.46
15:35:07 S 5,000 0.48
15:35:13 B 5,000 0.48
15:50:45 S 2,000 0.5
15:51:17 B 5,000 0.46
15:58:26 S 3,000 0.51
15:58:31 B 3,000 0.5
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