A very useful indicator - page 5

 
Roman:

I read your article, I don't agree from the article that it depends on the broker's server.
Yes, the type is not defined, i.e. there is no directionality.
But you can see in the prints that BUY and SELL flags are triggered simultaneously.
Logic says that these are counter-directed orders.
Since they are opposite, the direction is not given, so N/A.
That's what I would like to hear confirmation of my thoughts.

Believe me, that's exactly what we had (on the Mos. exchange). We used to have the same N/A ticks and they were defined exactly the same way.

Renat was answering my question about it in the "Bugs, bugs..." thread.

 
Roman:

Logic tells me that these are counter-executed orders.
Since they are counter orders, there is no direction given, so N/A.
So I would like to hear a confirmation of my thoughts.

The point doesn't change. The direction cannot be determined.

 
Alexey Kozitsyn:

Believe me, that's exactly what we had (on the Mos. exchange). We used to have the same N/A ticks and they were defined exactly the same way.

Renat was answering my question about it in the "Errors, bugs..." thread.

Well, if Renat commented on it, then I'll believe it).
In this case the version with the old build is out of the question, as the broker is updating to the latest release on time.
The current release build is 2361.
Just want clarity of interpretation. Not programmatically what is undefined, but what generates this undefined.
Counter-executed orders seem to me to fit this uncertainty.

 
Roman:

I read your article, I don't agree from the article that it depends on the broker's server.
Yes, the type is not defined, i.e. there is no directionality.
But the prints show that BUY and SELL flags are triggered simultaneously.
Logic says that these are counter-directed orders.
Since they are opposite, the direction is not given, so N/A.
That's what I would like to hear confirmation of my thoughts.

I have seen "accept trades with undefined direction" checkbox in either quickquick or mt5 settings.

 
Roman:

I read your article, I don't agree from the article that it depends on the broker's server.
Yes, the type is not defined, i.e. there is no directionality.
But in prints you can see that BUY and SELL flags are triggered simultaneously.
Logic says that these are counter-directed orders.
Since they are opposite, the direction is not given, so N/A.
That's what I would like to hear confirmation of my thoughts.

Roman, could it be a lock?

Just wondering if the volume of buy and sell is 2 or 1 ?

 
Renat Akhtyamov:

Roman, could it be a lock ?

Just wondering if the volume of buy and sell is 2 or 1 ?

In exchange execution there cannot be a lock, or rather, there can be, but that's another topic.
And putting a lock on one price at one point in time does not make sense at all.
In the prints on the screenshot it is visible that the volumes are equal, but strangely enough the ribbon shows only 2 volumes, and the prints show 7 volumes, 2 in each direction.

 
Roman:

If you are looking at the market, the answer is clear, i.e. there cannot be a lock at exchange execution.
And it makes no sense to place the lock at one price at one moment.
In the prints on the screenshot it is clear that the volumes are equal, but strangely enough the ribbon shows only 2 volumes, and the prints show 7, 2 in each direction.

the lock may come from different market participants, you are looking at the market, not at your terminal

the answer is clear, i.e.

NA - 2, this is BUY*2+SELL*2

 
Renat Akhtyamov:
the locks can come from different market participants

From different bidders, that would be counter bids.
That is what it looks like in this case. Only there is something wrong with the display of volumes in the feed.

 
Roman:

From different participants, that would be counter bids.
Which is what it looks like in this case. Only there is something wrong with the display of volumes in the feed.

I have another thought on the matter

at the time of clearing, as shown by the glass, is there a lot of this NA ?

 
Renat Akhtyamov:


the answer is clear, i.e.

NA - 2, it is BUY*2+SELL*2

Yes, only the deal flag is printed 7 times 2, for each side.
That is, the tape should have a volume of 28.
Because the volume of both the buyer and the seller passed at the same time.
Alternatively, it may be, the volume of counter bids exchange does not take into account as passed volume.
That is, on the principle of mutual exclusion. But not for sure, because it is not logical, the orders were, the volume in them was, and how they were executed is not important.
It is not clear why the tape shows only 2.