Support Board
Date/Time: Tue, 11 Mar 2025 16:46:10 +0000
Post From: Is there an indicator like the T&S combining?
| [2022-04-20 02:17:09] |
| cmet - Posts: 676 |
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+1 for the top post Same time and type is the only way to get an (most) accurate view of order sizes. Summary trades are more or less useless except for the occasional forced large lot trades. Market moving order flows are simply not executed that way in today's environment. Combining same type/time with microsecond time stamps is the only real way to see a good view of order sizes hitting the inside market. The large volume trade indicator would be more useful based on Time and Sales with the same ability to combine orders by time/price/type, etc. Or, alternatively, dedicated study that allows the visual plotting of Time and Sales data on bars would be even better. Would be a unique tool that very few, if any, platforms offer. |