Support Board
Date/Time: Tue, 04 Mar 2025 18:04:45 +0000
Post From: Volume and Time and Sales issues
| [2021-12-19 17:25:29] |
| Bet_More_Tim - Posts: 21 |
|
Hey bro, futures markets closed on the weekends lol. Time and Sales data structure is only ever filled with live data, not historical. (at least it used to be that way, assuming it still is) There is no liquidity to look at over the weekend, the only thing you'd be able to look at is a market depth historical graph if you have saved .depth files if you would like to look at how things occurred chronologically through time, load a historical chart and add the studies. For example, if you want to see "time and sales" , then load a 1tick chart, which means 1 chart bar per market order, and if you want to see a sort of "accumulated by price" time and sales, then load a 1price change chart, which only creates a new bar then the last traded price is different, and then add volume or whatever else you want to see. I could be wrong, but I think volume profile type stuff is the main stuff not included in trial, that and potentially live data, but again, it's the weekend right now anyways. |