software for bid ask analysis?

There is so much spoofing and order crossing and gaming in terms of the bid / ask - especially off-hours. What makes you think that there is a tangible and repeatable edge there ?

Ask some electronic fixed income traders about Harris Brumfield and Paul Rotter.
 
Quote from bone:

There is so much spoofing and order crossing and gaming in terms of the bid / ask - especially off-hours. What makes you think that there is a tangible and repeatable edge there ?

Ask some electronic fixed income traders about Harris Brumfield and Paul Rotter.
More...

+1
 
Quote from bone:

There is so much spoofing and order crossing and gaming in terms of the bid / ask - especially off-hours. What makes you think that there is a tangible and repeatable edge there ?

Ask some electronic fixed income traders about Harris Brumfield and Paul Rotter.
More...

is bid/ask analysis less important than last trade? imo, i like looking at the market rather than last trade
 
Quote from 2rosy:

is bid/ask analysis less important than last trade? imo, i like looking at the market rather than last trade
More...

Price trumps all.

We get paid on price.
 
roib007 (OP): Anyone know a good software for bid ask analysis? Free or paid.
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As pointed out in the post above, the OP is most likely talking about "trades filled at bid / trades filled at ask" analysis. It has been popular with index futures scalpers for the last few years. Some data feeds, like DTN IQfeed, offer this information with their tick data, both live and backfill. Here is some software to consider.

Market Delta: they call it "footprint" charts, I think.

SierraChart: they call it "number bars".

Ninja Trader: ?
Multicharts: ?
eSignal: ?
 
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