Time & Sales

Time & Sales panel lists sales operations on the market.

To open the Time & Sales panel select Terminal -> Time & Sales.

The Time & Sales panel chronologically shows all trades for a symbol in real time mode.

The information about chosen symbol starts streaming upon opening the panel.

For each trade, the following data is available:

  • Symbol – the relevant symbol.

  • Time – 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.

  • Price – the price at which the trade fills.

  • Size – the size of the trade.

  • Side – shows side of the trade: Buy or Sell.

  • Source – a source of market data, where a trade took place.

Context menu

Right clicking within the Time&Sales panel evokes its context menu with following options:

  • Clear table – deletes all quotes and trades from the panel.

  • Show quotes – if checked, the Time & Sales panel shows trades together with quotes. This option makes sense only for Real time mode.

  • 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.

If Show quotes = true and Aggregation = true, then column 'Bid * Ask size' in this mode displays sum of Bids * Asks by the best price level.

If Show quotes = true and Aggregation = false, then all requests are aggregated on the best price level by the same source and column 'Bid * Ask size' displays the aggregated value of Bids/Asks with the biggest volume.

  • Show toolbar – shows/hides the panel's toolbar with symbol's lookup.

  • Search – opens search lookup.

  • Export – allows to export table to CSV or Excel format.

  • Table alerts – allows to receive notifications about trading events by preset conditions.

Time & Sales settings

  • 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.

  • 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.

  • Autosize of columns – allows showing T&S table in auto size mode.

  • Grid – allows to choose the grid type: Vertical, Horizontal, Vertical & horizontal, None.

  • Rows limit – allows to define the limit of rows to be displayed.

  • Show only trades with different counterparties – allows showing only trades with different counterparties.

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