Fins in the glass - trying to understand what happened by the ticks - page 2

 
Vasiliy Sokolov:

One trade = one tick. As many trades, so many ticks. There is no difference between a "trade" and a "tick".

Why should there be? The ticks are recorded at the levels of the market. If you enter 100 lots there will be a lot of entries until 100 lots in the cup is eaten away from the entry price.

 
Aleksey Vyazmikin:

Why would that be? The ticks are recorded by the levels of the cup. If you enter 100 lots, there will be many entries until 100 lots in the cup is eaten away from the entry price.

It is true that even at one price there may be several deals, according to the number of orders executed on the other side. Moreover, there will be separate deals at different prices.

But these are exactly the different deals with different tickers.

And in the understanding of MQL5, a tick may be both a deal and a change of ask/bid prices.

 
Ilya Baranov:

It is true that even at one price there can be several trades, by the number of orders executed on the other side. All the more so, there will be separate trades at different prices.

But these are exactly different deals with different tickers.

And in the understanding of MQL5 a tick may be both a deal and ask/bid price change.

Yes, I used the term wrong - I'm talking about orders (one order for 100 lots will generate a bunch of records of trades by levels in the ticker), i.e. there are ask and bid per order as I understand it in the ticker log.

 
Aleksey Vyazmikin:

Ranking of Market Makers - Ranking Programme Leaders

March 2019 results

Programme option1 position2nd position3rd position4th position5thplace
Futures on the MosExchange Index, MosExchange Index (mini)RIKOM-TRUST INC.Renaissance Broker LtdOOO BKS CompanyINTRUST FINANCIAL COMPANY LTD.
Futures contracts on currency pairsSi,Eu,EDRenaissance Broker LtdLLC "Kompaniya BKS" - Futures contracts on currency pairs Si, Eu, ED-PJSC JSCB MetallinvestbankINTRANST FX LTD
Futures contracts on sharesGAZR, SBRF, VTBR, LKOH,ROSN,GMKRALOR + LTD.INTRUST FINANCIAL COMPANYJSC IC IT InvestPJSC "Best Eforts Bank

Probably, it is about the market maker on long-haul contracts. You need to read the terms in their contracts carefully. Also look at the participants - they are professional brokers. Their financial schemes and objectives are far from C-fishing, believe me.

 
Aleksey Vyazmikin:

Yes, I used the term wrong - I'm talking about orders (one order for 100 lots will generate a bunch of records of trades by levels in the stack), i.e. there are asks and bids per order as I understand in the ticks log.

Forget about MT terms. In MT, a tick is an integrated value consisting of a tick and Ask/Bid.

 
Read Fundamentals of Exchange Pricing. Many questions will go away. It's all there, about ticks and the cup and liquidity.
 
Vasiliy Sokolov:

It is most likely a market maker on long distance contracts. You need to read the terms in their contracts carefully. Also look at the participants - they are professional brokers. Their financial schemes and objectives are far from C-fishing, believe me.

It doesn't matter what kind of contracts they are - there's MM on options too.

I would believe you if you were a trader at one of these brokers, there is no other reason to believe you as there is no information.


Vasiliy Sokolov:

Forget the MT terms already. In MT, a tick is an integrated value consisting of a tick and an Ask/Bid.

The terms are not the point. In essence, the question is how the price magically returned without the appearance of intermediate Ask and Bid.

Vasiliy Sokolov:
Read Fundamentals of exchange pricing. Many questions will disappear. It's all there, about ticks and the cup, and liquidity.

There is no answer to my question.

 
Aleksey Vyazmikin:

...

I would believe you if you were a trader at one of these brokers, there is no other reason to believe you as there is no information.

...

Believe what you want. Believe the BCS broker chasing studs in C:)))).......

 
Vasiliy Sokolov:

Believe what you want. Believe that the BCS broker is chasing studs in C:)))).......

It's not a question of belief but knowledge, if you have any ideas, report them.

 
Aleksey Vyazmikin:

It's not a question of faith but of knowledge, if you have any ideas, let me know.

The bid in that situation has not changed. Limit bids are coming in a dense stream. The spread spreading situation was inside 979 milliseconds. Bids (including sell limits), placed before this 979 millisecond came to the exchange after the hairpin and formed new levels, closing the gap in the spread. After all, it would be enough for even one bid to sell at the old prices to bring the spread back to the previous level, which happened.

Reason: