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Date/Time: Wed, 08 May 2024 15:04:24 +0000



Post From: Time & Sales

[2019-04-19 16:05:03]
User246578 - Posts: 17
Hi there,

I'm just wondering if it's possible to add a feature to Time & Sales which would display the actual order quantity. Unlike the traditional Time & Sales (with executed contracts, price and time of the filled orders), the new Time & Sales MF will have a column “Order.” This will show the actual order that is passed through the market which may be identical or higher to the filled one. This information can be used to identify a trending market, high frequency trading systems in bursts, and market reversals.

This is just a suggestion that could be very beneficial to all.

Thank you,
Lev