Need help to see if someone have answer for this:
example:
asking is 3.9
bid is 3.7
Trade 12:00:01pm 1000s @ 3.7
immediately a same quantity trade 12:00:01pm 1000s @ 3.8
Trade 12:30:01pm 2000s @ 3.7
immediately a same quantity trade 12:30:01pm 2000s @ 3.6
etc etc...
duplicate...