Any software allowing Time & Sales data to plot on charts?

Discussion in 'Data Sets and Feeds' started by Shawn, May 6, 2010.

  1. Shawn


    Does anyone know of any software available that allows you to plot time and sales data on a chart?

    For example: Trading the Dow eminis I have a filter on time and sales only showing me trades of 10 contracts or larger. I basically want every 10-lot or larger to be plotted on a chart. It doesn't seem like it would be too complicated to do, I just can't find anyone who offers something like this.

    Any suggestions are much appreciated! :)
  2. You mean something like this? (Exaggerated for clarity.)
  3. Shawn


    I was thinking more of a candlestick chart that plots a point every time a specific order comes through.

    Here is a pic of what im looking for. I just plotted random dots on this chart and I an wondering if there is a program that can do this for me every time an order of 10 contracts or larger comes thru.
  4. FWIW, I think what I showed you, and what you want to do, are nearly worthless in practice. I just keep my code running because it is so beautiful and I keeping hoping it will be useful. Hasn't been for the five years I've been running it, haha.

    The problem you have is that your five minute chart is only going to update when there is a price change. So you can't use an exchange of global values to get the info from the one-second chart where you have to snag it. But I don't know TradeStation, it may be diffunt fum EasySignal.
  5. Shawn


    hmm, well what about on a volume chart then rather than a 5min chart? It's not necessarily just these orders im looking for, im looking for them with a combination of a few different technical indicators to give an overbought/ovrsold signal
  6. Investor/RT or MarketDelta
  7. IMO you have to snag the T&S at a one second rate, because (EasySignal at least) doesn't permit studies on a tick chart. That means there may be some accumulation, but not much in my experience. So then you have the choice of finding your other OB/OS events on that same one second chart, or using global values set on longer time frame charts. Be advised there are snakes in the T&S wood pile.
  8. Shawn


    ok thanks for the help! :)
  9. You are welcome. GFL finding anything useful in T&S.
  10. Shawn


    I looked into both of these, but neither of them seemed to have what i am looking for.
    Thanks for the help tho!

    Any other suggestions please let me know :)
    #10     May 7, 2010