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To: Casaubon who wrote (11620)4/8/1999 10:23:00 PM
From: Piranha  Read Replies (1) | Respond to of 16960
 
Thanks for the link. I'll check it out.

Just for my info, do you know where they draw the line between "small" and "large" blocks? I filtered Bloomberg to show only trades of 10,000 shares or more, and got something like 14 upticks and 9 downticks. I think at least one, maybe two of the ups was a cross, which might get interpreted differently.

Piranha