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Date/Time: Thu, 31 Oct 2024 23:50:51 +0000



Post From: Time And Sales Bid Size / Ask Size Studies Not Working

[2020-08-13 10:17:43]
User336770 - Posts: 30
These are feature requests and we are not taking new features now:

Fair enough, but the study is called "time and sales volume", it could at least have the same "combine records" options from the time and sales window.


There really is no such thing as a trade occurring between the bid or ask. That is something which is only observable in a subsequent price stream which is not delivering full bid/ask data.

Well I have to disagree with that, I have done lots of tape reading courses and practiced this stuff, and all the other major platforms offer the option to color the trades that happen between bid and ask (usually they appear in white), and they help to identify hidden buyer or seller. I will say 99% of the time when you have an iceberg order / refreshing ECN (when the DOM is showing few lots on a level but on time and sales you see thousands of lots being printed at that level) the white prints will appear (for example when bid is at 30 and offer at 30.5, several white prints will happen at 30.25)