Here is a chart I posted earlier with one difference, the blue verticals are at 1 minute intervals, but this time I added the light coloured verticals every 1 second, anyone notice the Intensity..... :-)
185 trades in 1 second, contracts = 1342
now also don't dismiss the 1 second before the intense second.
52 trades in 1 second, contracts = 985
so I see 2 ways to inject volume in a very short time without it being obvious in higher timeframes, lots of smaller trades, or a few large trades. It's almost like the large spikes are a test.... of liquidly?
You can see a similar thing happening if you use a 1 Volume chart and plot vertical line every second.
I found this timeline indicator and changed it to display vertical lines every second instead of minutes like it was designed to do, unfortunately it is hugely CPU intensive now and pretty much unusable on my average home laptop. If anyone knows how to make it more CPU friendly, someone asked if there was another way of drawing a vertical line in this post:
http://www.ninjatrader-support2.com/vb/showthread.php?t=13440&highlight=vertical+line
and here is the link to the indicator the moderator said to take look at how to do it.
http://www.ninjatrader-support2.com/vb/local_links.php?catid=1&sort=N&page=1&pp=15&keyid=86
I want to thank UrmaBlume for helping me to see this, and I would edit an earlier post if I it was possible, my apologizes UrmaBlume.
Dean.
TimeLines_Seconds.zip