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transactions in a move are in small lot or big lot


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 supermht 
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how could we know if the transactions in a move are in small lots or big lots? thanks


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 vvhg 
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supermht View Post
how could we know if the transactions in a move are in small lots or big lots? thanks

You can only estimate, no (retail) approach is 100% accurate. There are several tapes around that try to put the orders back together in order to show the original order sizes... @DionysusToast has a very nice proprietary one, or here would be one on here: Aggregated Time and Sales


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