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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 20, 09 12:50PM

Anonymous dominates the bid levels closest to the current bid price. My interpretation is they're accumulating for an upcoming flip.

Market by Price

Bids
Total Size	# of Orders	Price
169,000	7	0.120
145,000	6	0.115
347,500	13	0.110
453,500	12	0.105
186,500	10	0.100

Asks
Price	# of Orders	Total Size
0.125	1	10,000
0.130	14	460,000
0.135	8	128,000
0.140	10	592,000
0.145	7	155,220

Market by Order

Bids
Time of Order	Broker Name	Size	Price
10/16/2009 1:40:21	ANONYMOUS	29,000	0.120
10/16/2009 3:39:09	ANONYMOUS	40,000	0.120
10/19/2009 12:35:14	ANONYMOUS	20,000	0.120
10/19/2009 2:50:42	ANONYMOUS	10,000	0.120
10/19/2009 3:22:59	ANONYMOUS	20,000	0.120
10/19/2009 3:23:04	ANONYMOUS	20,000	0.120
12:24:53	ANONYMOUS	30,000	0.120
10/15/2009 1:41:50	ANONYMOUS	25,000	0.115
10/16/2009 10:13:24	ANONYMOUS	25,000	0.115
10/16/2009 10:15:39	ANONYMOUS	50,000	0.115

Asks
Price	Size	Broker Name	Time of Order
0.125	10,000	ANONYMOUS	12:46:28
0.130	50,000	ANONYMOUS	9/14/2009 10:14:23
0.130	6,000	SCOTIA	9/17/2009 12:45:56
0.130	11,000	DESJARDINS	10/16/2009 1:39:31
0.130	27,000	TD SEC	10/16/2009 2:30:27
0.130	15,000	ANONYMOUS	10/16/2009 2:47:00
0.130	20,000	BMO NESBITT	10/19/2009 9:53:36
0.130	15,000	TD SEC	10/19/2009 10:37:12
0.130	5,000	BMO NESBITT	8:16:36
0.130	200,000	ANONYMOUS	8:30:45

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