Time & Sales analysis
Last updated
Last updated
This functionality allows analyzing tick history by each bar or by price range selected on the chart. Selected bar or price range should not exceed one day, otherwise – tick history will not be loaded.
Time & Sales can be opened from the Analysis tools menu by clicking on the button or through Context menu -> Analysis tools -> T&S.
To work correctly with the tools of analysis, except Volume bars, it is obligatory to have trade and tick history.
Time & Sales functionality can be set in the following way:
Visible – controls visibility of the T&S on the chart.
Time & Sales mode – allows choosing mode of the data selection: single or price range.
Single mode – if chosen, user selects bar on the chart by which information about the trades will be shown.
Price range – if chosen, user specifies price range in the visual mode using two vertical lines.
Keep range – if checked, the position of renderer (two vertical lines used to specify the range) in the 'Price range' mode will be saved relative to the axis X when switching the timeframe or changing the trading symbol. This setting is enabled only if 'Price range' mode is selected.
Panel position – specifies position of the T&S table relatively to the chart area: right or left.
Time & Sales table chronologically shows all trades for a symbol by selected period. The following parameters are shown in the T&S table:
Time – the time of the trade.
Price – the price at which the trade fills.
Size – the size of the trade.
Source – the source of market data, where a trade took place.
Side – shows side of the trade: Buy or Sell.
Please note that when setting Keep range = True, Time&Sales border lines can be "lost" within the past chart history. In this case, use the Reset button that appears next to the instrument in the Volume analysis list.
Grid – allows to choose the grid type inside of T&S table: Vertical, Horizontal, Vertical & horizontal, None.
Aggregation – if checked, all trades with the same price, side, size, and MPId in one row as total are shown. This is applied to the highly-liquid markets.
Time format – the time of the trade, can be displayed in two modes depending on the time format set in the settings: hh:mm:ss or hh:mm:ss:ms.
Autosize of columns – allows showing T&S table in auto size mode.
Show size in – allows selecting in what form the volume will be shown. General defaults – is taken from general settings; Lots – will be displayed in lots; Real size - will be displayed in real value.
Round precision – if checked, user can set the precision of the volume display.
Colors – allows to choose the coloring scheme for table and prints.
