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Date/Time: Fri, 27 Sep 2024 03:56:28 +0000



Post From: Time and Sales request.....

[2013-07-22 09:07:17]
eagle - Posts: 92
In my opinion this is a very important and significant request. (This could be used in conjunction with the volume at price study.)

As far as the user interface goes, simply add a "Combine Records with Same Price" checkbox below the existing "Combine Records with Same Time and Price" checkbox on the "Time and Sales Settings" window.

For functionality, ignore time and use only two factors for combining the records: 1) whether or not the new trade is at the same price as the last trade and 2) whether or not the new trade is in the same category as the last trade in regards to being at/below bid or at/above ask. If the new trade is at the same price and in the same category as the last trade, combine the records. It doesn't really matter how you deal with the "Time" column. You can use the first timestamp, the last or current timestamp, or even disable the time column--whatever's easier to program.

Please add this feature to all Time and Sales windows, most especially the T&S window of the Trading DOM. Thanks!
Date Time Of Last Edit: 2013-07-22 09:34:35