Forum: Emini and Emicro Index
October 1st, 2015, 07:45 PM
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Replies: 10
Views: 4,160
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Forum: Emini and Emicro Index
September 28th, 2015, 08:57 PM
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Replies: 10
Views: 4,160
Average order size
hi, i'm trying to do some order flow analysis. i'm curious if anyone has a way to get an average order size for a given instrument. most of these orders go so fast on time and sale. and what sucks...
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