Hi All,
I hope this is the right place for this question, if not, apologies!
I'm doing some financial analysis of the ASX order book for my masters thesis, and I'm running into an odd trade, please could you help me understand what happened here?
At 10:11:00.259, order was placed short selling 450 units at $24.310
WOW,20151126,10:11:00.259,ENTER,24.310,450,10939.5,SHL ,,6635744280709397810,A,,,
At 10:11:02.052, order was amended to 220 units at $24.280
WOW,20151126,10:11:02.052,AMEND,24.280,220,5341.6,,,6635744280709397810,A,10:11:00,24.310,450
Then
WOW,20151126,10:11:02.052,TRADE,24.280,4,97.12,XT Si,6635744280709391427,6635744280709397810,,,,
WOW,20151126,10:11:02.052,TRADE,24.280,69,1675.32,Si,6635744280709398106,6635744280709397810,,,,
WOW,20151126,10:11:02.052,TRADE,24.280,220,5341.6,Bi,6635744280709398407,6635744280709397810,,,,
This order then executes at $24.280 against three different limit orders, with a combined total of 293 units. Where did this extra 73 units come from? My understanding is that the crossing trade shouldn't really affect this math.
Any help is much appreciated!!
Cheers.
I hope this is the right place for this question, if not, apologies!
I'm doing some financial analysis of the ASX order book for my masters thesis, and I'm running into an odd trade, please could you help me understand what happened here?
At 10:11:00.259, order was placed short selling 450 units at $24.310
WOW,20151126,10:11:00.259,ENTER,24.310,450,10939.5,SHL ,,6635744280709397810,A,,,
At 10:11:02.052, order was amended to 220 units at $24.280
WOW,20151126,10:11:02.052,AMEND,24.280,220,5341.6,,,6635744280709397810,A,10:11:00,24.310,450
Then
WOW,20151126,10:11:02.052,TRADE,24.280,4,97.12,XT Si,6635744280709391427,6635744280709397810,,,,
WOW,20151126,10:11:02.052,TRADE,24.280,69,1675.32,Si,6635744280709398106,6635744280709397810,,,,
WOW,20151126,10:11:02.052,TRADE,24.280,220,5341.6,Bi,6635744280709398407,6635744280709397810,,,,
This order then executes at $24.280 against three different limit orders, with a combined total of 293 units. Where did this extra 73 units come from? My understanding is that the crossing trade shouldn't really affect this math.
Any help is much appreciated!!
Cheers.