My question is not about hidden orders in general. In equity market a trader can post his hidden order inside spread, is it the same way for E-mini S&P 500?
Does anyone know how I can obtain time and sales data for a stock? Lots of feeds provide the total volume but I would like to see the breakdown of what buy/sell orders made up the day's volume. I ...
It might not be known as a "pattern" but basically it's a way of (low-frequency) order management where a 'target portfolio' is built using notional amounts which is then compared against an 'actual ...