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RealTraders:
Please straighten out a question regarding tick volume on the SP500
Index as reported by TradeStation. Is it not true that the volume reported
only pertains to changes and not actual volume? On January 22 (this past
Friday) there are 62 reported ticks on the five minute bar from 13:50pm to
13:55pm with 43 ticks up and 19 ticks down, and each reported tick was a
change from the prior tick price. However, is it not true that there could
be many more actual buy/sell contracts at the same price during this period
that are not recorded? It seems unlikely that there would only be 62
contracts traded in a 5 minute period on one of the most actively traded
markets in the world.
Also, what is a realistic number of contracts that can be traded on the SP
without influencing the market, within a reasonable price relationship.
Many thanks,
John
jdfo@xxxxxxxxx
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