RE: Fundamentals7 May 2021 16:17
I would not trust any reported trades. i collected 3 months worth of data, and none of it is useful. it needs the SP that is traded to stay above the SP that is posted on the tape to be reported as a buy, and vice versa for a sale.
When the price is as close as it is, it is easy to get a large trade on the wrong side of the mid price, i have seen hours of trades post on the wrong side in recent weeks.
Blame those that are reporting as buys and sells, not the tape, or the MM's.
I only see trades now, not buy or sells. - That is how the exchange reports it.
Hope that helps.
BR