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Is it possible to see if a big order was executed in smaller chunks, and at what prices and times?

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    $\begingroup$ no, you have to implement an algorithm assuming for instance that as far as the timestamps are "close enough" and prices compatibles, it is part of a large marketable order consuming several resting orders in the book. It the market is fragmented it is more difficult... $\endgroup$ – lehalle Nov 11 '15 at 9:08
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No, it is not possible. Order IDs are not created in any particular pattern that associate it to the specific party. On the other hand, while one can attribute a market participant ID (MPID), many participants use the same broker so the details are abstracted away.

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