Time & Sales

Questions about MultiCharts and user contributed studies.
FuTuReZ
Posts: 3
Joined: 22 Apr 2007

Time & Sales

Postby FuTuReZ » 28 Apr 2007

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.

Thanks...[/u]

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Kate
Posts: 758
Joined: 08 Dec 2006

Postby Kate » 30 Apr 2007

It is not posible 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.

denizen2
Posts: 125
Joined: 17 Jul 2005

Postby denizen2 » 30 Apr 2007

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. :roll:
Attachments
timeandsaleswindow.PNG
Time & Sales display example
timeandsaleswindow.PNG (40.86 KiB) Viewed 341 times

SP
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Postby SP » 30 Apr 2007

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.
Attachments
es.png
es.png (40.77 KiB) Viewed 354 times
ts.xml
(29.66 KiB) Downloaded 149 times

FuTuReZ
Posts: 3
Joined: 22 Apr 2007

Postby FuTuReZ » 04 May 2007

Thanks for the replys...

Kate - Time & Sales is pretty common in most other charting software that I have used, along with Quote sheets. I have other resources for both now but taking advantage of MC's interface would be good.

I am experimenting with T & S, it gives me a sense of flow...


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