Quote Movements
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Time
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Time of occurrence
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Buy Volume
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Volume at the first level buy queue
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Buy Price
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Price at the first level buy queue
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Volume Done
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Volume done for the trade
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Price Done
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Price done for the trade
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Type
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S: Sell-down into the buy queue
B: Buy-up from the sell queue
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Sell Price
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Price at the first level sell queue
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Sell Volume
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Volume at the first level sell queue
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Hint:
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The changes occurring at the first level buy and sell queue is important to traders who want to
understand the pattern of movement of the counter.
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