General discussion, page-1275

  1. 920 Posts.
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    Trades for 11 April. reconciling 115 transactions is a new record for me.

    Anyone have Iguana2/Spark market depth replay for the day? It would really be interesting to see how those Virtu Financial / UBS / Barrenjoey bots work --- they seem to be selling back and forth between each other hoping to pick up an arbitrage trade somewhere.

    TimePriceVolumeValueReasonCondition CodeTrade NoDSBuySell
    115:59:151750,0008,500BID
    102997890CXAMorgan StanMorrison
    215:58:321710BID
    102972100CXAMerrillVirtu
    315:56:51177,1971,223BID
    102939570CXAUBSVirtu
    415:56:501714,3942,447BID
    102939250CXAUBSVirtu
    515:56:50172,840483BID
    102939060CXAUBSVirtu
    615:56:50178,2971,410BID
    102939050CXAUBSVirtu
    715:56:501714,3942,447BID
    102939040CXAUBSVirtu
    815:45:361710,0001,700BID
    102774870CXATaylorUBS
    915:40:271713,7032,330ASK
    103179170TMMac InstoUBS
    1015:40:271723,2833,958ASK
    103179160TMJefferiesUBS
    1115:40:271720ASK
    103179150TMMerrillUBS
    1215:40:2717160,00027,200ASK
    103179140TMCommsecUBS
    1315:40:2717777132ASK
    102712450CXAJefferiesUBS
    1415:40:27176,9841,187ASK
    102712440CXAJefferiesUBS
    1515:40:271739,8946,782ASK
    102712430CXAVirtuUBS
    1615:40:271775,60612,853ASK
    102712420CXAVirtuCommsec
    1715:40:271714,3942,447ASK
    102712410CXAUBSCommsec
    1815:32:071760,59210,301BID
    102627950CXAUBSVirtu
    1915:32:071754,9089,334BID
    102627940CXACitiVirtu
    2015:32:071713,5362,301BID
    102627930CXACitiUBS
    2115:32:07173,908664BID
    103094380TMCitiCommsec
    2215:31:201716,3872,786BID
    103086810TMMac InstoCommsec
    2315:31:181774,70512,700BID
    103086640TMCitiCommsec
    2415:19:111715,0002,550BID
    102982790TMTPCommsec
    2515:16:231710ASK
    102959420TMMerrillTaylor
    2615:16:231725,7254,373ASK
    102959410TMJefferiesTaylor
    2715:16:231713,6362,318ASK
    102959400TMMerrillTaylor
    2815:16:2317290,74449,426ASK
    102959390TMMorrisonTaylor
    2915:16:2317858146ASK
    102486580CXAJefferiesUBS
    3015:16:23177,9831,357ASK
    102486570CXAUBSTaylor
    3115:16:231724,3004,131ASK
    102486560CXAUBSTaylor
    3215:16:23177,7171,312ASK
    102486550CXAJefferiesTaylor
    3315:16:2317115,50019,635ASK
    102486540CXAVirtuTaylor
    3415:16:231714,3942,447ASK
    102486530CXAUBSTaylor
    3514:54:4817.55,000875BID
    102777290TMMorgan StanCommsec
    3614:40:50173,256554BID
    102208880CXAMorrisonUBS
    3714:38:111728,7824,893ASK
    102654780TMMerrillUBS
    3814:38:1117270,00045,900ASK
    102654770TMCommsecUBS
    3914:38:111711,1381,893-HL102191250CXAJefferiesUBS
    4014:38:111749,3188,384ASK
    102191240CXAVirtuUBS
    4114:38:111750,5768,598ASK
    102191230CXAVirtuUBS
    4214:38:111715,6062,653ASK
    102191220CXAVirtuCommsec
    4314:38:111714,3942,447ASK
    102191210CXAUBSCommsec
    4413:49:171750,2408,541BID
    102276940TMUBSMorgans
    4513:49:17179,7601,659-CX102276930TMJefferiesMorgans
    4613:49:171760,00010,200BID
    102276910TMUBSMorgans
    4713:49:1717991168BID
    102276900TMUBSTaylor
    4813:26:331758,6299,967BID
    102118970TMCommsecTaylor
    4913:26:331750,0008,500BID
    101691010CXACommsecVirtu
    5013:26:331715,6792,665BID
    101691000CXACommsecUBS
    5113:26:33171,692288BID
    101690990CXACommsecOpen
    5213:22:531728,3084,812BID
    101664830CXACommsecOpen
    5313:22:53171,692288BID
    101664820CXACommsecUBS
    5413:09:191719,4823,312BID
    101994590TMMac InstoTaylor
    5513:05:221718,2713,106BID
    101966480TMMac InstoTaylor
    5613:05:201764,59710,981BID
    101966340TMCommsecTaylor
    5713:05:201724,6004,182BID
    101560230CXACommsecUBS
    5813:05:201730,0005,100BID
    101560220CXACommsecOpen
    5913:05:2017115,50019,635BID
    101560210CXACommsecVirtu
    6013:05:201714,3942,447BID
    101560200CXACommsecUBS
    6113:05:201720,9093,555BID
    101560190CXACommsecUBS
    6210:58:5216.54,280706ASK
    100882900TMCommsecCMC Markets
    6311:47:1716.51,692279ASK
    101002830CXAUBSMorgan Stan
    6412:14:5316.55,000825ASK
    101590370TMCommsecCMC Markets
    6511:15:5716.58,9971,485ASK
    101052200TMCommsecCMC Markets
    6610:58:5216.512,1212,000ASK
    100882920TMCommsecCMC Markets
    6711:03:441710,0001,700ASK
    100937880TMCommsecFinEx
    6811:03:441715,0472,558ASK
    100937870TMMerrillTaylor
    6911:03:441730,0005,100ASK
    100937860TMOpenTaylor
    7011:03:441730,0005,100ASK
    100937850TMOpenTaylor
    7111:03:44174,866827ASK
    100937840TMCommsecTaylor
    7211:03:441714,3942,447ASK
    100674260CXAUBSTaylor
    7311:03:441720,9093,555ASK
    100674250CXAUBSTaylor
    7411:03:441728,9004,913ASK
    100674240CXAUBSTaylor
    7511:03:441728,9004,913ASK
    100674230CXAUBSTaylor
    7611:03:4417115,50019,635ASK
    100674220CXAVirtuTaylor
    7711:03:021710,0001,700BIDXT100931410TMCommsecCommsec
    7811:03:021789,58415,229BID
    100931400TMCommsecTaylor
    7911:03:021725,0004,250BID
    100931390TMCommsecTP
    8011:03:021710,0001,700BID
    100931380TMCommsecTaylor
    8111:03:021710,0001,700BID
    100931370TMCommsecIBA
    8211:03:021715,8992,703BIDXT100931360TMCommsecCommsec
    8311:03:021710,2271,739BID
    100931350TMCommsecIBA
    8411:03:021790,00015,300BID
    100931340TMCommsecAussiex
    8511:03:02176,4511,097BIDXT100931330TMCommsecCommsec
    8611:03:021722,4733,820BIDXT100931320TMCommsecCommsec
    8711:03:02175,500935BID
    100668460CXACommsecVirtu
    8811:02:481710,0001,700BID
    100667190CXACommsecVirtu
    8911:01:1417100,00017,000BID
    100654260CXACommsecVirtu
    9010:59:461750,0008,500BID
    100640850CXAMorrisonOpen
    9110:59:461716,7262,843BID
    100640840CXAMorrisonUBS
    9210:59:461713,5302,300BID
    100640830CXAMorrisonMorgan Stan
    9310:59:4617109,50018,615BID
    100640820CXAMorrisonVirtu
    9410:59:45177,5271,280BID
    100891270TMMorrisonCommsec
    9510:59:451733,0725,622BID
    100891260TMMorrisonCommsec
    9610:59:4516.753,195535-CEXT100891250TMMorrisonMorrison
    9710:59:1116.557,5569,497ASK
    100885570TMMorrisonBarrenjoey
    9810:59:1116.58,8941,468ASK
    100885560TMMorrisonBarrenjoey
    9910:59:1116.5906149ASK
    100885550TMUBSBarrenjoey
    10010:59:1116.51,644271ASK
    100885540TMUBSBarrenjoey
    10110:59:1116.53,195527ASK
    100635860CXAMorrisonUBS
    10210:59:1116.545,6437,531ASK
    100635850CXAVirtuUBS
    10310:59:1116.554,4898,991ASK
    100635840CXAVirtuUBS
    10410:59:1116.557,5569,497ASK
    100635830CXABarrenjoeyUBS
    10510:59:1116.51,644271ASK
    100635820CXABarrenjoeyMorgan Stan
    10611:15:5716.541,0036,765ASK
    101052180TMJefferiesCMC Markets
    10710:58:5216.547,4507,829ASK
    100882930TMUBSCMC Markets
    10810:58:5216.5120,00019,800ASK
    100882910TMCommsecCMC Markets
    10911:15:5716.550,0008,250ASK
    101052190TMOpenCMC Markets
    11010:58:5216.5116,14919,165ASK
    100882890TMCommsecCMC Markets
    11110:23:5616.59,8001,617ASK
    100323300CXABarrenjoeyCommsec
    11210:23:29176,0001,020BID
    100319060CXACommsecVirtu
    11310:10:221716,9282,878BID
    100224070TMMac InstoCommsec
    11410:10:22171,759299BID
    100224060TMMac InstoOrd Min
    11510:02:101761MATCH
    100035160TMCMC MarketsOrd Min


    Last edited by FFailings: 14/04/23
 
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