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Level II - маркет-мейкер (montage)

Level II - маркет-мейкер (montage)

TymoraPRO’s DepthVU Display is the most advanced Level II / Depth-of-Book / DOME Display available anywhere.

DepthVU позволяет видеть четкую картину Рынка на микро-уровне, предоставляя возможность анализа того, как участники торгов позиционируют себя по отношению к реальным сделкам, которые исполняются.

tymoraPRO’s DepthVU

The Volume Ratios, Trade Ratios, etc. are all reset as the Asset moves between Trading Levels (as determined automatically by tymoraPRO).

For UCOMA displayed above, the current Level Size is 2 cents. Notice how tymoraPRO automatically groups these levels together to make it easier to visualize the depth. This feature can be disabled by Right-Clicking on the DepthVU Mode Label. This Label also allows you to toggle between showing All Data, Market Maker Data Only,
or ECNs Only (useful for pre-market trading).

You can Toggle the Top Three Tiers Display by Right-Clicking over the Time&Sales window. Ctrl-Right-Click over
Time&Sales allows you to filter trades from a particular exchange (ie. NYS will show only New York Stock Exchange Trades). If you Double-Right-Click in either the BID or OFFER window, you will be shown information on that particular Market Participant.

Right-Clicking over the LargeBlock section will toggle between showing you the total  large blocks at the the bid and offer versus details on the actual last large block that was most recently transacted.

The DepthVU can also be resized, and you can change some of the DepthVU features (such as coloring) by Double-Clicking over the Asset Box. The following example depicts a DOME-type view of the S&P500 emini futures. Once you select the item to change (ie. Foreground Color, Top MM Color) then click on the color level to reveal the color selection window. The LrgRnkSize feature allows you to make the Top 10 Market Maker Rank Indicator larger for those who may have trouble reading them at the smaller size.

Tymora DepthVU

Данные ленты:

-bid  Public sold shares to the best bid 

 +ofr  Public bought shares from the best offer 

 <(in)  Public most likely sold to an ECN in between the current best bid/offer, but  closer to the BID 

 >(in)  Public most likely bought from an ECN in between the current best bid/offer, but closer to the OFFER 

 ‡(lk)  Asset is trading in a locked position, and the BEST BID = BEST OFFER 

 ¡(bb)  Transactions are being executed and filled  below the Best Bid 

 !(ao)  Transactions are being executed and filled   

Top 10 Market Makers / Market Participants in Control

One of the greatest features of tymoraPRO’s DepthVU is that it shows you right on the montage which Market Makers are in control of a particular stock, ranked by strength with 1 being the strongest and 10 being the weakest.  

It also indicates if a particular Market Maker tends to hold up the bid or offer (the Market Maker’s name will be UNDERLINED) and also if that Marker Maker seems to be buying or selling based on their activities on the montage versus the order flow that they face.  

This will appear as a little mark on the left of their name.  A half green mark indicates BUYING,  a half red mark indicates selling, and a mark that spans the entire height of the Market Maker’s ID indicates that analysis of the participant reveals a pattern of heavy accumulation or distribution.


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