TOS ES average trade size anomaly

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Updated November 24, 2015

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TOS ES average trade size anomaly

astrotrader13 · 2015-11-24T11:44:09-05:00

Since sunday night globex session, my ES 512 tick chart average trade size looks to be about triple what it was before sunday. Anyone else see this? Is it related to thinkorswim's implementation of the mandatory CME MDP 3.0 migration? thanks.

November 24th, 2015, 11:44 AM	#1 (permalink)
astrotrader13 new york, ny Posts: 1 since Nov 2015 Thanks Given: 0 Thanks Received: 0	Since sunday night globex session, my ES 512 tick chart average trade size looks to be about triple what it was before sunday. Anyone else see this? Is it related to thinkorswim's implementation of the mandatory CME MDP 3.0 migration? thanks.

Last Updated on November 24, 2015

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