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Old 04-29-2008, 11:27 PM
smwinc smwinc is offline
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Re: Question About Time & Sales

It depends on your software.

99% are just showing:

if the last price on the tape is less than the previous last price (n < n-1) then it will be displayed in red.

If the last price on the tape is greater than the previous last price (n > n-1) then it will be displayed in green.

You are seeing red for a downtick, green for an uptick. Generally an uptick is because someone lifted prices to hit an offer (ask), or prices fell because someone downticked prices to hit a bid.

I say generally, because that's not always the case. Especially in markets where there is variable spread (e.g. DAX, most thinner futures/stocks), it can change. Let me try and draw an example.

A = Offer/Ask
B = Bid
*** = Traded Price

1.



A
A
A
A
B*** <--- last traded price at the bid.
B
B
B

2.



A
A
A
A*** <--- last traded price at the ask. Price is "upticked" by TWO ticks.
<--- SPREAD (the gap) also widens as traders pull their offers up.
B <--- Previous last traded price at (1)
B
B
B

3.

A
A
A <--- previous traded price level at (2)
A*** <--- last traded price at the ask. Price is "downticked". Someone inserts an Ask into the Spread, and it's hit.
B (spread has closed).
B
B
B

In part 3, price is downticked as well as traded at the ask / offer.

-------

If you are trying to learn to read tape, I highly recommend reading straight from a good price ladder where you can see the bids and offers as well.

That way, you see the whole picture:

Implied Supply
Supply
Equilibrium
Demand
Implied Demand


Cheers.


Last edited by smwinc; 04-29-2008 at 11:31 PM. Reason: Clarification
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