Bid vs. Ask Volume

marrt · 03-15-2009, 03:59 PM

I'm looking to identify two things for the e-minis:
1) when large traders (100+ contracts) are buying or selling and
2) what percentage of volume is occurring as market orders (similar to TICK).

Any indicators available that can identify this level of fidelity for S&P e-minis?

Thanks in advance.

ninjamouse · 03-15-2009, 05:00 PM

for

1) when large traders (100+ contracts) are buying or selling and

Go to eotpro.com

for the 2nd one, maybe someone else here can help you out

NinjaTrader_Ben · 03-15-2009, 10:32 PM

Hello,

You may find File>New>Time and Sales and/or File>New>Level II helpful:
http://www.ninjatrader-support.com/H...verview19.html
http://www.ninjatrader-support.com/H...verview43.html

daven · 02-24-2012, 06:05 PM

Quote:

Originally Posted by NinjaTrader_Ben

Hello,

You may find File>New>Time and Sales and/or File>New>Level II helpful:
http://www.ninjatrader-support.com/H...verview19.html
http://www.ninjatrader-support.com/H...verview43.html

I think your links got hijacked to a fake ninjatrader website. Are you sure they are correct. When I click oh them, I do not see any code. I see one of those websites someone puts up to exploit spelling errors when someone is typing a popular website. Could you please correct the links so we can get to the code you reference?
Thanks
DaveN

03-15-2009, 03:59 PM	#1
marrt Junior Member Join Date: Sep 2008 Posts: 3 Thanks: 0 Thanked 0 times in 0 posts	Bid vs. Ask Volume I'm looking to identify two things for the e-minis: 1) when large traders (100+ contracts) are buying or selling and 2) what percentage of volume is occurring as market orders (similar to TICK). Any indicators available that can identify this level of fidelity for S&P e-minis? Thanks in advance. Last edited by marrt; 03-15-2009 at 04:03 PM.
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03-15-2009, 05:00 PM	#2
ninjamouse Member Join Date: Nov 2008 Posts: 94 Thanks: 1 Thanked 0 times in 0 posts	for 1) when large traders (100+ contracts) are buying or selling and Go to eotpro.com for the 2nd one, maybe someone else here can help you out
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03-15-2009, 10:32 PM	#3
NinjaTrader_Ben NinjaTrader Customer Service Join Date: May 2008 Location: Denver, CO Posts: 3,157 Thanks: 0 Thanked 3 times in 3 posts	Hello, You may find File>New>Time and Sales and/or File>New>Level II helpful: http://www.ninjatrader-support.com/H...verview19.html http://www.ninjatrader-support.com/H...verview43.html Ben NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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