NexusFi: Find Your Edge


Home Menu

 





transactions in a move are in small lot or big lot


Discussion in Traders Hideout

Updated
    1. trending_up 3,600 views
    2. thumb_up 2 thanks given
    3. group 2 followers
    1. forum 2 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
 supermht 
Naperville IL
 
Experience: Intermediate
Platform: ninjatrader
Broker: NT broker
Trading: NQ ES 6E GC CL
Posts: 963 since Feb 2010
Thanks Given: 1,189
Thanks Received: 663

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


Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Czechia Live at 52.5% as England Rides 4-2 Wave to Co-Fa …
Prediction Markets & Event Contracts
Netherlands & Germany Surge as World Cup Field Narro …
Prediction Markets & Event Contracts
Thanks Mike. Godspeed.
The Elite Circle
Without Pulisic, USA 61.5% Live vs. Australia -- France …
Prediction Markets & Event Contracts
Warsh Drops Easing Bias, December Hike Now Above 50% -- …
Prediction Markets & Event Contracts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Want your NinjaTrader indicator created, free?
5 thanks
BERN ALGOS algo trading journal
1 thanks
Afternoon-close session
1 thanks
Franks Trading Journey
1 thanks
Denied 20K payouts: Alpha Futures
1 thanks
  #3 (permalink)
 
vvhg's Avatar
 vvhg 
Northern Germany
 
Experience: Intermediate
Platform: NT
Trading: FDAX, CL
Posts: 1,580 since Mar 2011
Thanks Given: 1,016
Thanks Received: 2,826



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


Vvhg


Hic Rhodos, hic salta.
Reply With Quote
Thanked by:




Last Updated on February 3, 2014


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts