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Message: Market Depth

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Re: Market Depth - by order

in response to Market Depth by renaissance

posted on Oct 30, 09 01:47PM

Market by Price

Bids
Total Size	# of Orders	Price
211,000	3	0.120
278,500	10	0.115
322,000	11	0.110
219,500	9	0.105
164,500	9	0.100

Asks
Price	# of Orders	Total Size
0.125	10	148,900
0.130	9	407,000
0.135	7	130,500
0.140	10	551,000
0.145	4	113,220

Market by Order

Bids
Time of Order	Broker Name	Size	Price
7:00:47	SCOTIA	50,000	0.120
7:00:47	SCOTIA	61,000	0.120
7:00:47	SCOTIA	100,000	0.120
10/29/2009 12:45:58	ANONYMOUS	15,000	0.115
10/29/2009 12:47:16	ANONYMOUS	25,000	0.115
10/29/2009 1:04:00	ANONYMOUS	20,000	0.115
10/29/2009 1:04:26	ANONYMOUS	20,000	0.115
10/29/2009 1:09:11	TD SEC	88,500	0.115
10/29/2009 2:39:23	ANONYMOUS	25,000	0.115
10/29/2009 2:55:05	HSBC	30,000	0.115

Asks
Price	Size	Broker Name	Time of Order
0.125	14,500	ANONYMOUS	10/27/2009 9:30:14
0.125	40,000	ANONYMOUS	10/27/2009 9:37:03
0.125	6,000	TD SEC	10/27/2009 3:08:58
0.125	6,400	TD SEC	10/27/2009 3:09:26
0.125	5,000	TD SEC	10/28/2009 7:33:10
0.125	7,500	TD SEC	10/28/2009 7:34:20
0.125	15,000	TD SEC	10/29/2009 9:47:13
0.125	40,000	ANONYMOUS	10/29/2009 3:48:54
0.125	6,500	TD SEC	10:10:00
0.125	8,000	CIBC	11:43:14

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