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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 Nov 16, 09 12:39PM

Market by Price

Bids
Total Size	# of Orders	Price
116,500	6	0.125
198,000	11	0.120
131,900	10	0.115
192,000	10	0.110
176,000	9	0.105

Asks
Price	# of Orders	Total Size
0.130	1	20,000
0.135	11	206,000
0.140	7	409,500
0.145	2	43,220
0.150	7	70,000

Market by Order

Bids
Time of Order	Broker Name	Size	Price
11/13/2009 2:32:00	ANONYMOUS	13,500	0.125
11/13/2009 3:47:03	ANONYMOUS	20,000	0.125
11/13/2009 3:50:57	ANONYMOUS	40,000	0.125
7:00:33	CIBC	15,000	0.125
9:32:40	ANONYMOUS	10,000	0.125
10:43:59	CIBC	18,000	0.125
11/12/2009 12:40:19	TD SEC	12,500	0.120
11/12/2009 12:53:59	ANONYMOUS	4,000	0.120
11/12/2009 1:48:10	ANONYMOUS	6,000	0.120
11/12/2009 2:04:10	ANONYMOUS	20,000	0.120

Asks
Price	Size	Broker Name	Time of Order
0.130	20,000	ANONYMOUS	12:30:06
0.135	20,000	ANONYMOUS	11/10/2009 11:25:22
0.135	10,000	ANONYMOUS	11/10/2009 2:29:50
0.135	20,000	ANONYMOUS	11/10/2009 2:45:23
0.135	25,000	ANONYMOUS	11/10/2009 2:57:10
0.135	30,000	ANONYMOUS	11/10/2009 2:59:37
0.135	30,000	ANONYMOUS	11/11/2009 12:34:03
0.135	20,000	TD SEC	11/11/2009 12:50:50
0.135	10,000	TD SEC	11/11/2009 2:54:25
0.135	1,000	BMO NESBITT	11/13/2009 8:21:01