Block trade indicator
- Thread starter Eikfe
- Start date
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I haven't found SCHW block trader indicator , 2 minute search;
15 minute charts , good volume could figure something out.
Its in Time + sales also but i seldom study that......................................................................................
Can you be more specific? What is a block trade? TWS Time and Sales displays all the sale conditions associated with each trade which can be used to identify where and how trade was executed. I know many traders have two TnS windows with one of them only filtering trades exceeding some threshold, like 100k shares. I don’t think TWS has this feature but not sure.
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Classic definition is 10,000, some may consider 25,000 shares.
As far as splitting up a 10K order into 7.77k + remainder\ that's a block trade also, just split up.
So if you set some criteria in Times & Sales like wanting to see executed orders of 20k and up or orders with a notional value 10M $ it will check all connected exchange for this ?
If the answer is yes, can you please post a screenshot ?
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Something like that;
except i dont trade stocks under $5.000. I use executed volume, as looks like you do\ much more than bid\ ask spread + have done IBUY with average day volume was 100k........And as commons sense suggests / i seldom did IBUY for a short term trade with that bid/ ask spread/LOL
