What kind of volume on Time and sales does the CBOE report on its electronic futures? I was looking at the YMM and on Tradestation, they are showing very odd size for the prints.
It looks like they are adding the previous size to the current trade until the price changes, so you get 1,3,7,10,12,15, then a change in price and 1 again. Fibonacci? I think not.
Anyone know what the scoop is.
PS ES seems to report normally.
It looks like they are adding the previous size to the current trade until the price changes, so you get 1,3,7,10,12,15, then a change in price and 1 again. Fibonacci? I think not.
Anyone know what the scoop is.
PS ES seems to report normally.