Originally posted by David nassar
I live and trade in Denver where it is MTN time. That means I traded AMGN at exactly the time indicated. There is obviously a two hour difference. Also, the order book reflects the time on your PC, and this needs reset over days which I don't bother with....Satisfied?
Actually, no.
I thought you might say something about the 2-hr time zone difference because so many of your reported trades look like they could've been filled based on EST or MNT time.
However, some other numbers don't line up.
Your report shows that you bought AMGN 5 times from 56.60 through 56.64 between 10:22 and 10:26, then sold:
10:27:56 Sold 2400 AMGN @56.90
Your purchase right before this was:
10:26:23 Bought 900 AMGN @56.61
Adjusting for 2-hour difference, your trades occured at 12:27:56 and 12:26:23 EST, but the T&S for AMGN doesn't show a 0.29-pt move in any 4-minute period between 10:20 to 13:18 EST, let alone in a 90-second window as your execution report shows. In fact, take a look at T&S and you'll see that from the time the last print at 56.61 and the first print at 56.90 was ~8 minutes.
Now how about this one. Your AMAT trade:
10:16:30 Sold 1000 AMAT @43.99
At 10:16 EST a 43.99 print was right-on, but if we believe your 2-hour time zone adjustment, then are you telling us that you sold 1000 AMAT @43.99 at 12:16 EST?? Look at AMAT and tell me when after 10:30 EST it EVER printed at 43.99.