Is it possible to create a time and sales sheet in MC? If not, do any of you have any alternatives? Excel? I have IB & IQfeed. I would prefer IQfeed.
Time & Sales
Questions about MultiCharts and user contributed studies.
5 posts • Page 1 of 1
It is not possible to create a time&sales window in MultiCharts and unfortunately we cannot recommend you any alternatives since we don't have a profound knowledge of how it works.
Unless I am missing something, a "Time&Sales" window is nothing more than Tick-Data prices being displayed as a sequential list of Bid and/or Ask prices, along with the time-stamp and (when available) the 'exchange' or 'market-maker' info.
For example, in eSignal charting of the Forex markets, you will see in the Time&Sales window a scrolling vertical list of prices with a timestamp for each. In the case of eSignal-Forex you will see the Bank and/or ECN symbol for the source of each Bid/Ask price pair being displayed. I imagine that there could be some different amounts of information available concerning the specific data-vendor and markets involved that could complicate this simple concept, but in principle it is nothing more than displaying each Bid/Ask pair with a time-stamp (at a minimum). I've attached a screen shot of such a window generated by my eSignal Charting software.
Time and Sales info is, of coarse, much different than 'Level II' type displays. I personally don't have much use for Time and Sales displays except for possible historical documentation of the market prices that might be useful in a 'dispute' with the broker concerning price of fills.
Perhaps, TSSupport would consider implementing at least the most simple version of Time &Sales sometime in the future? But it is not on 'my list' as the most important features for improvement.
- Time & Sales display example
- timeandsaleswindow.PNG (40.86 KiB) Viewed 416 times
Long term ago i coded a simple ind for myself to display the last 5 TS (time, price, volume) on a 1 Tickchart. Maybe someone could modify it a little bit, so that it display a longer term history and stick it on one side.
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