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Date/Time: Sun, 05 May 2024 17:20:05 +0000

Post From: Can Time and Sales data be plotted on the chart?

[2013-05-03 18:13:29] Link To Thread - Link To Post [Go To First Post]
pe1111112 - Posts: 35
With a size filter, so for example if you wanted to show on your chart where ES orders larger than 200 contracts were filled, you could get some sort of graphic or text display that shows this. Since the Time and Sales isn't standardized to a specific unit like various charts are (eg. time, volume), it would have to somehow take note of the timestamp of the Time and Sales record and apply it to the appropriate candle. I assume this would only work in real time and couldn't backfill data. I know SierraChart has a few studies that use this but they seem to kind of move along at their own speed rather than staying synced with the candles.