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Date/Time: Sat, 18 May 2024 21:37:57 +0000



Post From: Time and Sales Ask/Bid size Trades/Quotes

[2018-01-18 16:57:06]
User136422 - Posts: 33
My understanding is that the Time and Sales Ask size, same for the Time and Sales Bid size, are setting to display the individual best Bid Size or Ask Size values that have been received from the QUOTES (in the T&S windows named as Records) of data feed for the symbol. Is that correct ?
There is a way to display the individual best Bid Size or Ask Size values that have been received from the actual TRADES of data feed ?
Thank you