Use reconstructed tape for volume dots

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Jan123
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Use reconstructed tape for volume dots

Post by Jan123 » Fri Apr 30, 2021 3:56 pm

I often filter my volume dots to only see big trades. Currently, those trades are not taken from the reconstructed tape, but from the "individual trade events". Therefore it does not correctly show large orders and misses quite a lot of them.

Big trade volume dots are a good way to see what big players are doing, therefore it would be important to see their orders in the volume dots, but currently those orders are fragmented.