Ok, I grabbed a quick screenshot of my l2 and period I'm referring to.
So this is in the first 30mins or so of trading day 7/18/13, circled on the chart. I'm noticing BSE has a larger ask that stays just ahead of the last transaction, and a larger bid staying just behind the last...
Hey guys, I'm new to the forum and this is my first post.
I've been trying to grasp level 2 and t&s data, and I have a question on something I noticed a market maker doing.
Trading session was 7/18/13 with GMCR in the NY morning session.
Around 9:35ish I noticed a large transaction go for...