Initial Volume Spike on Liffe FTSE100

Davros

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The first volume value of the day on an intraday chart is always very large in comparison to the folllowing bars. It does not apear to relate to the open interest, - is it just a wopping large trade at the open?

D.
 
I would say it's just a combination of all the at the "opg" and "mkt" orders combined.
 
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