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Message: Market Depth

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blizzy

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Re: Market Depth - by order

in response to Market Depth by renaissance

posted on Oct 08, 09 12:41PM

Market by Price

Bids
Total Size	# of Orders	Price
114,000	8	0.115
245,000	12	0.110
567,000	16	0.105
319,500	12	0.100
24,000	3	0.095

Asks
Price	# of Orders	Total Size
0.120	11	488,500
0.125	5	178,000
0.130	4	165,000
0.135	9	156,500
0.140	6	372,000

Market by Order

Bids
Time of Order	Broker Name	Size	Price
9:46:12	ANONYMOUS	5,000	0.115
9:46:39	ANONYMOUS	10,000	0.115
10:36:50	BMO NESBITT	18,000	0.115
10:41:29	JITNEY	11,000	0.115
11:21:02	QUESTRADE	10,000	0.115
12:04:58	ANONYMOUS	30,000	0.115
12:13:33	JITNEY	20,000	0.115
12:20:34	BMO NESBITT	10,000	0.115
10/6/2009 3:58:55	ANONYMOUS	2,000	0.110
10/7/2009 10:09:10	ANONYMOUS	20,000	0.110

Asks
Price	Size	Broker Name	Time of Order
0.120	50,000	ANONYMOUS	9/17/2009 12:42:42
0.120	10,000	ANONYMOUS	9/18/2009 2:00:01
0.120	50,000	ANONYMOUS	9/22/2009 9:51:38
0.120	20,000	TD SEC	9/29/2009 7:22:25
0.120	40,000	TD SEC	10/1/2009 7:29:25
0.120	7,000	BMO NESBITT	10/1/2009 10:05:24
0.120	10,000	NOMURA	10/2/2009 10:49:46
0.120	10,000	TD SEC	7:24:30
0.120	90,000	RBC	8:30:01
0.120	1,500	CANACCORD	10:59:54

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