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I am seeing frequent incidents of trade and Bid/Offer timing mismatch with OEC.
I assume you mean that some vendors expicitly state whether the trade occurred at bid or offer within the feed, if so which data providers give this.
In the example all trades occurred on the bid so I would have read the seller as the aggressor for the trades shown and hence expected red dots. The buyer will have had his order resting in the queue waiting to be filled.
Can you help answer these questions from other members on NexusFi?
Correct, some vendors provide aggressor's side exactly as it's provided by exchanges (1), some don't (2), and some provide it in an indirect way (3). I can't describe here each one of the vendors, but with OEC it's case #3: the trade event message includes trade price, size, but not trade aggressor flag as provided by exchange. However, the same trade message contains the BBO at the time of the trade, and this is how Bookmap determines the aggressor side. Please note that in cases #1, and #3 Bookmap relies on the provided information, and doesn't attempt to determine the aggressor side based on quotes stream because the quotes data stream may be out of sync with trades stream.
Again, you can send us a feed file with an example of wrong aggressor side, and we will investigate to make sure that it's not a bug in Bookmap.
Great job on the V6 enhancements.
Is it possible to have the option to remove the "time" column on the T&S
It takes quite a bit of space and can't be shrunken down.
Just want to maximise space.
Thank you
Thanks for the kind words! It's not possible to remove the Time column. However, you can click on the link icon in the upper left of the Time&Sales window and pop it out into a separate window.
@Jesal,
In addition to that, we plan to allow custom formatting of timestamp, for example to display only minutes and seconds. This will also free more space.
"Free markets work because they allow people to be lucky, thanks to aggressive trial and error, not by giving rewards or incentives for skill. The strategy is, then, to tinker as much as possible and try to collect as many Black Swan opportunities as you can"
Rather than have to drag and use use the +- keys to isolate a particular are it would be very helpful if it were to be possible to select an area to isolate.
For instance to examine just the activity within a defined move such as the the highlighted area below