Time & Sales analysis

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.

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.

T & S settings:

  • 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.

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