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Date/Time: Thu, 26 Feb 2026 20:31:26 +0000



Post From: MBO price level indicator

[2026-02-15 16:32:56]
User937068 - Posts: 45
Hi Brookwood
have to say that the the studies looks pretty cool visually.
The MBO levels does not show me what i need. It shows the limit orders and i need the market orders.
At least this is what i see from the screenshots...not much details on the website.

For example if a buy 10 contract order is put and in the best available price there is 20 contract resting order then T&S will show a 10 contract order. However if at best available price its only a 6 contract limit order and at next price there is 4 contract then T&S will display 2 orders. One for 6 contracts and one for 4 contract so you don't actually understand that behind it was a 10 contract order.

I believe what i want is called Reconstructed Tape promoted in the past by another trading software that will show the 10 contract order no matter in how many pieces it happened.
It's not widely exposed...i can understand why. But now there is this new trading software released recently that keep emphasizing on big trades and it makes sense actually to see the large trades even if are filled at different price levels.


Thank you
Date Time Of Last Edit: 2026-02-15 18:18:31