Emini Average Trade Size (60,000 tick chart)
Did I miss something? Has the CME changed the way it reports trade data? Please, if you know the answer – put me out of my misery!
The chart above shows a 60,000 tick chart with volume indicator below. This, therefore, shows me the average trade size. We’ve gone from an average of about 9 contracts per trade to 4 on Monday. What happened?
If you know the answer, please contact me via the Contact Form. Thank you.