Used in the context of general equities. Blocks or portions of trades that encompass the specific activity done in a stock at a certain time, often implying execution at the same price (i.e., "I traded 40m in two lots of 10 and four lots of 5 ").
LOTS
Meaning of LOTS in English
Campbell R. Harvey. Hypertextual finance English glossary. Английский словарь гипертекстовых финансов. 2012