Filtering Data in Time and Sales

Professional traders use Time & Sales data to monitor precise price movements in real-time. It shows each trade as it occurs, including the exact price and whether it was executed at the bid or ask price.

For more info about the Time and Sales window see this page.

To apply filters to the data used in Time & Sales Window:

Right click on the Time & Sales Scrolling List.
Select Filter Data.

Changing Number of Rows

Number of Rows used in Time & Sales Window can be adjusted under Number of Rows section of the Filter Data settings window:

Auto. Select this mode to make the number of rows be auto-adjusted.
Manual. Select this mode and set the number of rows to be fixed in Time & Sales Window.

Changing Update Time

Frequency of data updates in Time & Sales Window can be adjusted under Update Data section of the Filter Data settings window.

Available time range for the updates is 0.1 - 1.0 s.

Changing Direction of Latest Updates

The latest updates of the data can be indicated on the top or at the bottom of the Time & Sales Scrolling List. Direction of the latest updates can be selected under Add Data section of the Filter Data settings window.

Aggregation of Similar Ticks

It is possible to group the ticks with the same price and make them be indicated as one line. In this case, the number of ticks with the same price will be indicated near the price in Time & Sales Scrolling List.

Aggregation of Similar Ticks can be enabled in Filter Data settings window.

It is also possible to group the ticks regardless of the trade direction. The "Regardless of the Trade Direction" checkbox becomes available only when the "Aggregate Ticks with Similar Price" is enabled.

Indication of Price Change

If the price of the current tick differs from the price of the previous one, an arrow showing direction of price change can be shown at the Time & Sales Scrolling List.

Indication of Price Change can be enabled in Filter Data settings window.

Filtering Time & Sales Data

Time & Sales Data can be filtered by:

Date
Time
Price
Volume
Execution Level (Filled At)

To apply a filter to Time & Sales data:

Right click on the Time & Sales Scrolling List.
Select Filter Data.
Check the necessary filter.
Set comparison condition (=, >, <, >=, <=, != (not equal)).
Set comparison value.
Click OK to apply the filter.

Filter Defaults

To save the current settings as default check Use as Default check box.

To reset configuration to default settings click the Reset to Defaults button.

The configuration indicated on the screenshot is pre-defined Default settings of Time & Sales Window filters.