1000 lots missing from T&S CTS T4?


Active member
105 5
The is from Yest 29th Oct 2013 E-Mini S&P US Cash Open and Economic Nos time.

Just found that volume increased by more than 1000 lots 106 ms before US Cash Open and it didn't gets displayed on Time and Sales on CTS T4. Histogram displayed the trade but T&S missed.

Now i don't know was it a buyer or seller. Can someone read the tape if T&S missed it! or compare it with their T&S from Yest Time is in the attached image.

Can any of the analytic's tool can catch this order flow when CTS T4 data feed missed it in T&S?

Good Luck Trading!


  • 1000 Lots traded in thin air CTS T4.png
    1000 Lots traded in thin air CTS T4.png
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