Support Board
Date/Time: Sun, 02 Nov 2025 17:05:47 +0000
Post From: ASCIL use time and sales on multiple studies
| [2025-09-24 11:17:12] |
| Smitty7_NZ - Posts: 5 |
|
Im working on a study that pulls time and sales data to construct a volume profile with cumulative last trade size in the general purpose columns of the DOM. I've identified a few issues. 1. Currently I have the study on an MES and an ES dom, the ES dom is showing the time and sales data from the MES DOM? (I have checked TAS and it is showing the data originating from the MES time and sales only), MES was the first dom I applied the study to. 2. All other DOMS with the study do not show anything, initially I thought this was a rounding error due to different tick formats but I ran on an NQ dom which has the same tick size as MES of 0.25 and it did not work either. What I have tried: 1. I have tried sc.GetTimeAndSalesForSymbol instead of sc.GetTimeAndSales, passing the symbol for the applied chart. Did not work 2. I normalized prices into indexes to avoid possible rounding errors. Did not work Is it the case that I cannot pull TAS data for 2 markets at once? study attached Cheers |
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