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Date/Time: Sat, 15 Mar 2025 08:09:45 +0000



Times & Sales

View Count: 388

[2022-07-11 11:20:08]
User39772 - Posts: 311
Hello,

when I use Input Filtering and set AskSize > x and BidSize > y

I still see trades < x or < y in the Tape.

My understanding is, that I should only see trades above these values.

Is that understanding wrong ?
[2022-07-11 17:35:32]
John - SC Support - Posts: 38678
Ask Size and Bid Size are not the individual trade volumes, but rather the actual Bid Size and Ask Size at that price at the time of the trade. You will see that you can add the Bid Size and Ask Size columns to the Time and Sales.

There is not a way to filter out based on the volume of the trades different for the Bid and Ask sides. You just have the Volume option which will apply to both Bid and Ask trades.
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