Quote from johnpinochet:
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Execution Records from Interactive Brokers LLC
Action Quantity Underlying Comb. Description Price Currency Exch. Date Time
BOT 1 ZB false JUN07 Futures ZB JUN 07 113 5/32 USD ECBOT 20070302 07:55:11
+ SLD 3 ZB false JUN07 Futures ZB JUN 07 113 4/32 USD ECBOT 20070302 08:17:01
BOT 2 ZB false JUN07 Futures ZB JUN 07 113 2/32 USD ECBOT 20070302 08:34:24
SLD 2 ZB false JUN07 Futures ZB JUN 07 113 USD ECBOT 20070302 08:38:35
BOT 2 ZB false JUN07 Futures ZB JUN 07 112 29/32 USD ECBOT 20070302 08:44:52
BOT 1 ZB false JUN07 Futures ZB JUN 07 112 30/32 USD ECBOT 20070302 10:13:16
SLD 1 ZB false JUN07 Futures ZB JUN 07 113 1/32 USD ECBOT 20070302 10:30:21
BOT 2 ZN false JUN07 Futures ZN JUN 07 108'260 USD ECBOT 20070302 10:57:28
BOT 1 ZB false JUN07 Futures ZB JUN 07 113 3/32 USD ECBOT 20070302 11:01:27
SLD 1 ZB false JUN07 Futures ZB JUN 07 113 4/32 USD ECBOT 20070302 11:26:41
SLD 2 ZN false JUN07 Futures ZN JUN 07 108'265 USD ECBOT 20070302 11:26:47
Execution Summary from Interactive Brokers LLC
Contract Comb Buys X Sells Net Avg (BOT) Avg (SLD) Exchange List
ZB JUN07 Futures ZB JUN 07 false 7 X 7 0 113.018 113.076 ECBOT
ZN JUN07 Futures ZN JUN 07 false 2 X 2 0 108.812 108.828 ECBOT
Can you tell us which trades were using delta or delta has a part in the decision making process?
jim