Strange Order Book Trade - Help Appreciated! - Aussie Stock Forums

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  1. #1

    Default Strange Order Book Trade - Help Appreciated!

    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

    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!!

    Last edited by jigsaw11; 6th-August-2016 at 09:53 PM. Reason: formatting

  2. #2

    Default Re: Strange Order Book Trade - Help Appreciated!

    Chi-X Australia has clients trading listed companies too. I have never researched how the two operators interact.
    Never let anyone dictate your life path.

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