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Message: Market Depth

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blizzy

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Re: Market Depth - by order (eod.. almost)

in response to Market Depth by renaissance

posted on Nov 02, 09 03:52PM

Market by Price

Bids
Total Size	# of Orders	Price
15,000	2	0.120
212,400	9	0.115
172,000	7	0.110
239,500	10	0.105
168,500	10	0.100

Asks
Price	# of Orders	Total Size
0.125	2	13,000
0.130	8	188,000
0.135	8	230,500
0.140	8	468,000
0.145	4	113,220

Market by Order

Bids
Time of Order	Broker Name	Size	Price
2:45:05	ANONYMOUS	5,000	0.120
3:32:34	ANONYMOUS	10,000	0.120
10/29/2009 1:04:26	ANONYMOUS	1,500	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
10/29/2009 3:55:47	ANONYMOUS	10,000	0.115
10/30/2009 9:31:06	ANONYMOUS	25,000	0.115
10/30/2009 10:52:46	ANONYMOUS	20,000	0.115
10/30/2009 3:41:00	TD SEC	6,000	0.115

Asks
Price	Size	Broker Name	Time of Order
0.125	5,000	ANONYMOUS	9:06:06
0.125	8,000	TD SEC	3:44:49
0.130	40,000	ANONYMOUS	10/23/2009 9:47:20
0.130	20,000	ANONYMOUS	10/23/2009 9:47:32
0.130	25,000	ANONYMOUS	10/27/2009 9:31:46
0.130	58,000	TD SEC	10/27/2009 1:16:50
0.130	10,000	TD SEC	10/28/2009 7:34:38
0.130	10,000	QUESTRADE	10/30/2009 8:10:12
0.130	15,000	DESJARDINS	8:52:31
0.130	10,000	DESJARDINS	3:51:05