Animated example of Mr Coscia’strading
1
115.81115.82115.83115.84115.85115.86115.87115.88115.89115.9-300-200-1000100200300400
-2080180280380480580
PriceLots buy/sellTime (milliseconds)
An example of Mr Coscia's trading (00:00:00.000 to 00:00:00.609)
Cumulative Buy OrdersCumulative Sell OrdersMid PriceTrade PriceMr Coscia Sell Order PriceMr Coscia Buy Order Price
0
Buy order for 17 lots @115.86Cumulative buy order positionsshown by the blue line
The chart explained:
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horizontal axis shows the timing of the trades in milliseconds
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right hand vertical axis shows the price of the Brentcontracts
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left hand vertical axis shows the lot size of orders to buy orselltime and price Mr Coscia’s buy orderscumulative size of Mr Coscia’s buy orderscumulative size of all buy orders in the market within five ticksof the best bidtime and price of Mr Coscia’s sell orderscumulative size of Mr Coscia’s sell orderscumulative size of all sell orders in the market within five ticksof the best offerchanges in the mid price (average of the best bid/offer price)
2
115.81115.82115.83115.84115.85115.86115.87115.88115.89115.9-300-200-1000100200300400
-2080180280380480580
PriceLots buy/sellTime (milliseconds)
An example of Mr Coscia's trading (00:00:00.000 to 00:00:00.609)
Cumulative Buy OrdersCumulative Sell OrdersMid PriceTrade PriceMr Coscia Sell Order PriceMr Coscia Buy Order Price
3 large sell orders:
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122 lots @ 115.89
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85 lots @ 115.88
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54 lots @ 115.87Cumulative sell order position is shown bydownward movement in the red line
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