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Date/Time: Wed, 15 Jan 2025 09:43:23 +0000



Post From: Cumulative Time and Sales Filtered

[2017-06-12 13:33:27]
User312162 - Posts: 40
Is there a way to chart a substudy for time and sales that tracks the cumulative amount of trade based on a specific trade size.

Ex: all trades on the ask from time and sales under 10 lots is accumulated throughout the trading session. Same for bid

make the filter size for trading lots configurable to change.

This would help to know if larger traders are active in the market.