151k IN ES @ 37.50

Quote from speculatus:

You are looking a the wrong timeframe...
The CME site states there was a total volume of 225,371 for the entire 11:03 a.m. Central timeframe. But Speculatus' data seems more fine-tuned. Spec: What is the source of your data, if you don't mind sharing?
 
Quote from J.P.:

The CME site states there was a total volume of 225,371 for the entire 11:03 a.m. Central timeframe. But Speculatus' data seems more fine-tuned. Spec: What is the source of your data, if you don't mind sharing?

rithmic

prints are aggregated by price on my side + some changes to make the tape more readable

PS: the tape posted by tmarket was for 12:03 CST...
 
Quote from speculatus:

rithmic

prints are aggregated by price on my side + some changes to make the tape more readable

PS: the tape posted by tmarket was for 12:03 CST...
Thanks
 
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