Table of Contents
QTSequencer - How Quotes are Displayed
Quotes are normally displayed with colored lines. Each line connects one
quote to the next, for the specific exchange the quote was reported on. The following shows a typical chart of both trades and quotes plotted on the display: Removing the trades, only quotes are displayed. The quotes are colored according to the exchange color code in the lower legend of the chart: The following shows only quotes from the NSDQ exchange: And in this chart, only quotes from the PACF exchange (NYSE Arca) are displayed: Combining quotes from both the NSDQ and PACF exchange: Adding in color coded dots that represent the National Best Bid and National Best Ask: With all quoting exchanges and the NBBO: Finally, plotting the trades over the quotes for a complete view: Occasionally we may also chart quotes in a scatter-plot fashion, plotting each quote as a single point: |