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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 29, 09 12:55PM

Market by Price

Bids
Total Size	# of Orders	Price
74,000	3	0.115
322,000	11	0.110
269,500	11	0.105
178,500	10	0.100
24,000	3	0.095

Asks
Price	# of Orders	Total Size
0.120	9	159,500
0.125	8	114,900
0.130	7	382,000
0.135	7	130,500
0.140	10	551,000

Market by Order

Bids
Time of Order	Broker Name	Size	Price
10:24:47	NATIONAL BANK	29,000	0.115
12:45:58	ANONYMOUS	20,000	0.115
12:47:16	ANONYMOUS	25,000	0.115
10/15/2009 10:57:28	ANONYMOUS	25,000	0.110
10/15/2009 12:43:35	ANONYMOUS	25,000	0.110
10/15/2009 12:48:48	ANONYMOUS	35,000	0.110
10/15/2009 12:50:24	ANONYMOUS	15,000	0.110
10/27/2009 8:59:19	RBC	40,000	0.110
10/27/2009 12:43:54	SCOTIA	50,000	0.110
10/28/2009 9:47:42	SCOTIA	50,000	0.110

Asks
Price	Size	Broker Name	Time of Order
0.120	22,000	ANONYMOUS	10/27/2009 9:37:26
0.120	5,000	TD SEC	10/28/2009 7:33:10
0.120	32,000	RBC	10/28/2009 9:10:22
0.120	20,000	ANONYMOUS	10/28/2009 9:30:57
0.120	20,000	BMO NESBITT	10/28/2009 9:53:54
0.120	10,500	TD SEC	10/28/2009 3:29:49
0.120	20,000	TD SEC	7:36:35
0.120	20,000	BMO NESBITT	10:03:01
0.120	10,000	TD SEC	10:23:01
0.125	10,000	ANONYMOUS	10/26/2009 1:01:55