Technical Studies Reference


Time and Sales Price

Time and Sales Price is a study that displays the prices from the individual trades received. Sierra Chart must be connected to the Data Feed to receive Time and Sales data. To connect to the data feed, select File >> Connect to Data Feed.

At each chart column only the Bid Subgraph or the Ask Subgraph will be set with the price of the trade depending upon whether the trade occurred at the Bid or Ask price.

Bid Subgraph: Prices of the trades that occurred at the Bid price or lower.

Ask Subgraph: Prices of the trades that occurred at the Ask price or higher.

This study has a dependency on the Time and Sales data. To adjust the number of stored Time and Sales records, refer to Number of Stored Time and Sales Records.

Inputs

  • Volume Filter >=: This Input setting will filter out all trades with a volume that is below the given value. Only trades with a volume of this setting or higher will be displayed.
  • Volume Filter <= (0 means no limit): This Input setting will filter out all trades with a volume that is above the given value. Only trades with a volume of this setting or lower will be displayed. Use a value of 0 to ignore this setting.

*Last modified Friday, 21st April, 2017.