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CI First Asset U.S. Tactical Sector Allocation Index ETF T.FUT



TSX:FUT - Post by User

Comment by BayWallon Jul 03, 2012 8:40pm
132 Views
Post# 20079530

RE: Hey Baywall................................

RE: Hey Baywall................................

 

V:FUT Market Book By Price 11:19:08
Bid Ask
Orders Size Price   Price Size Orders
    0.005 50,000 1
    0.01 5,942,000 12
    0.015 775,000 8
    0.02 1,340,000 9
    0.025 276,000 4
    0.03 101,000 1
    0.035 40,000 1
    0.04 495,000 3
    0.045 35,000 1
    0.05 15,000 1
    0.055 10,000 1
    0.065 14,000 1
    0.075 7,000 1
    0.08 2,000 1
    0.10 60,000 1
    0.125 15,000 2
    0.195 3,000 1
    0.55 125,000 2

More detail of the above is shown below>>>

 

 

V:FUT Market Book By Order 11:19:08
Bid Ask
Spec Time Broker ATS Size Price   Price Size ATS Broker Time Spec
    0.005 50,000 V 79 06-27 07:11  
    0.01 150,000 V 79 05-08 11:03  
      50,000 V 7 05-14 08:05  
      1,000,000 V 7 06-01 09:03  
      166,000 V 124 06-05 12:46  
      350,000 V 85 06-26 15:44  
      699,000 V 7 06-27 07:32  
      100,000 V 7 06-27 07:32  
      100,000 V 7 06-27 07:32  
      50,000 V 7 06-27 07:33  
      57,000 V 1 07-03 07:00  
      120,000 V 7 07-03 08:07  
      3,100,000 V 2 07-03 08:12  
    0.015 20,000 V 19 04-23 15:25  
      80,000 V 85 05-08 12:13  
      200,000 V 9 05-22 07:30  
      200,000 V 2 06-15 08:12  
      35,000 V 2 06-25 15:49  
      40,000 V 7 06-27 07:32  
      100,000 V 7 06-28 07:59  
      100,000 V 7 07-03 07:47  
    0.02 20,000 V 19 04-13 10:00  
      400,000 V 124 05-08 12:10  
      170,000 V 85 05-09 11:20  
      35,000 V 85 06-05 08:15  
      30,000 V 79 06-11 08:01  
      500,000 V 80 06-19 11:17  
      50,000 V 7 06-27 07:34  
      35,000 V 85 06-29 08:15  
      100,000 V 1 07-03 07:00  
    0.025 35,000 V 19 04-12 09:31  
      21,000 V 9 04-23 10:41  
      80,000 V 2 06-25 12:25  
      140,000 V 9 06-26 13:18  
    0.03 101,000 V 85 06-21 12:11  
    0.035 40,000 V 85 06-19 12:21  
    0.04 90,000 V 7 04-23 14:52  
      5,000 V 7 05-25 10:42  
      400,000 V 2 06-26 15:18  
    0.045 35,000 V 85 06-19 12:21  
    0.05 15,000 V 7 06-27 07:30  
    0.055 10,000 V 7 06-27 07:30  
    0.065 14,000 V 9 05-08 11:47  
    0.075 7,000 V 7 06-27 07:32  
    0.08 2,000 V 7 04-11 08:05  
    0.10 60,000 V 54 02-09 12:10  
    0.125 5,000 V 7 06-27 07:29  
      10,000 V 7 06-27 07:31  
    0.195 3,000 V 7 06-27 07:29  
    0.55 100,000 V 7 06-27 07:32

 

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