I am using nt7 with Rithmic.
For example today at 11est there was on ES6-16 numerous block trades.
I have multiple time and sales.
They were not picked up.
Yet on a friends t&s his picked up thousands of contracts moving.
I have an 89 block filter.
But I also have a 0 minimum sheet up as well.
This is pretty disturbing. It isn't a single instance.
I don't expect to have exactly the same data, but blocks of numerous orders should print.
Comment