Technical Studies Reference


Time and Sales Total Ask Size Depth

Time and Sales Total Bid Size Depth

The Time and Sales Total Ask/Bid Size studies display the total of the Bid Size Depth or the Ask Size Depth from the market depth that has been received from the data feed for the symbol. The totals are captured any time the best Bid price, Ask price, Bid Size, or Ask Size values change.

All market depth sizes/quantities are totaled/summed. You can see all market depth levels through File >> Open Market Depth Window.

There is a direct column to column correspondence between these studies which display the Total Bid Size Depth and Total Ask Size Depth, and the Time and Sales Bid & Ask study. What this means is that at any column in the chart, the values you see for the Bid and Ask prices will correspond to the quantities you see from the Time and Sales Total Bid Size Depth and Time and Sales Total Ask Size Depth studies.

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

  • Size Filter >=: Any Total Bid/Ask Depth Size which equals or greater than this value, will be displayed and not filtered. The default value is 1.
  • Size Filter <= (0 means no limit): Any Total Bid/Ask Depth Size which equals or is less than this value, will be displayed and not filtered. The default value is 0 which disables this filter.

*Last modified Friday, 21st April, 2017.