habibalex
-Interested User-
Posts: 3
Joined: Mar 18, 2017
|
Posted: Nov 4, 2017 10:44 PM
Msg. 1 of 4
Can someone explain to me what a bundled trade means? I was under the impression that any trade with the same tickID is part of the same market order.
As you can see in the trade list below, all the trades occurred at or above the offer at the same time, but the tickID changes when the price goes from 6232.00 to 6232.25. The offer price stays at 6232.00 during this time so no updates to the level1 bid/ask feed occurred. I am unable to find any bundled trades that occur across two prices so I am wondering whether this is correct.
1,2017-11-02 15:01:54.992,6232.00,3,304623,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,4,304627,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304628,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,2,304630,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304631,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304632,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,4,304636,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304637,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304638,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304639,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304640,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304641,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304642,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304643,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.25,1,304644,6231.50,6232.00,231013798,C,43,01 1,2017-11-02 15:01:54.992,6232.25,1,304645,6231.50,6232.00,231013798,C,43,01 1,2017-11-02 15:01:54.992,6232.25,1,304646,6231.50,6232.00,231013799,C,43,01
|