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Date/Time: Thu, 26 Feb 2026 20:31:27 +0000



Post From: MBO price level indicator

[2026-02-16 12:06:36]
User937068 - Posts: 45
I just found this option in Time and Sales.
It is doing what i am requesting? I attach the difference between TAS combined vs TAS no combine.

Time and Sales Window: Combine Records >> Combine Records into Exchange Reported Original Summary Trade

with this comment
You can tell that individual trades have been combined into a summary trade when the Num Trades field for the Time and Sales row has a value greater or equal to 2.


twofox i see that study based on same time and price and time sensitivity but correct me if i am wrong , it will take into consideration also some random orders if they match the time price and in the same time as a large order. Even so i think it's much better than default TAS. And of course the ability to display it on the chart. Let me understand if the combine above option it does what it says and if not i will DM you.

later edit : just see this so it's based on available limit order :(
The summary trades are only going to be for the same single price. Not multiple prices.


Is there a way to plot the TAS data on the chart? Example to get orders bigger than X and plot it on the chart at the transactional price.

Thank you very much
Date Time Of Last Edit: 2026-02-16 12:23:59
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