Yep, then centrepoint, hidden liquidity. But in a crash type scenario the likes of which we are heading up to, the SXXT's are always where the huge volume is.
I dont really care how the big boys get their trades done but ALL volume has to show on the charts
@IRESS.
I mean that is what the small fry are looking for.... the big volume and the smell of blood in the water!. So to deliberately leave that volume out pretty much leaves retail in the dark when looking at charts. Unless that is the point, again?
Similarly, ALL volume and trade prices must be used for calculating a tick-by-tick vwap, otherwise that vwap is not worth a damn!
How can Iress as a key market data/info/platform provider neglect this aspect?
