RITT Time and Sales

Matthew closed the RITT thread but, just for the record, here is T&S for RITT this morning showing how many shares traded at or below the limit price of 7.05. A big order never would have gotten filled. This is from the data window of a 1-tick Tradestation chart. Times are Pacific.



Date Time Close Volume

7/21/2011 630 7.50 750

7/21/2011 630 7.43 300

7/21/2011 630 7.43 100

7/21/2011 630 7.43 100

7/21/2011 630 7.43 150

7/21/2011 630 7.25 300

7/21/2011 630 7.22 187

7/21/2011 630 7.16 100

7/21/2011 630 7.11 200

7/21/2011 631 7.07 100

7/21/2011 631 7.07 100

7/21/2011 631 7.08 100

7/21/2011 631 7.07 100

7/21/2011 631 7.06 100

7/21/2011 631 7.06 100

7/21/2011 631 7.01 200

7/21/2011 631 7.01 900


7/21/2011 631 7.07 450

7/21/2011 631 7.10 500

7/21/2011 632 7.17 200

7/21/2011 632 7.22 100

7/21/2011 632 7.23 200

7/21/2011 632 7.23 100

7/21/2011 632 7.23 100

7/21/2011 632 7.23 450



Where did you hide the 10800 shares traded at 7.01 at 9:30AM EST? Did you eat it?

Wow… no wonder an order of 8000 shares did not fill at 7.01. The ticker was trading at about 1000 shares per minute. An order of 8000 would be a market mover.



You can see that a small order of 900 shares at 7.01 moved the price up to 7.07