Nucom 42_TP_EX Algo a hidden sniffer at the Tape – Order Flow trading

This screenshot shows a logfile from the Nucom 42_TP_EX Algo  in the ES sept.16 Futures contract.


42_TP_EX listen as a hidden sniffer at the Tape and split automatically the Market Orders into reconstructed  trades and cumulated the order size on each price level and print it into an endless logfile…

[orange colored underlined: order Time: 21:54:28:288 | Price Level: 215825 | 1465 Buys vs. 1245 Sells = 2710 tradet contracts. // order Time: 21:54:29:274 | Price Level: 21825 | 1465 Buys vs. 1256 Sells= 2721 tradet contracts]. n. def = No tradet contracts.