Discussion in 'Index Futures' started by traderkay, Oct 3, 2003.
Is it possible to see it on IB? If not, where?
Okay i'm gonna go way out there, this is a disclaimer... i'm just taking a stab at this...
Since the ES is traded only on one exchange, all the info in time & sales can be derived from monitoring the current bid, ask, and last trade (and of course, the time).
IBCharts is a free program (that works with TWS) which will show you time and sales. I'm guessing that's how they get it - the computer monitors the bid, ask, and last trade.
IB only updates it's trades every XXX ms. I don't say they are not one of te fastest around BUT they do not show all the trades !! So if you're looking for T/S you'd better look at another data providor.
Hope this helps
I use Medved QuoteTracer with my IB data feed as a backup to my normal charting program. Sometimes, when the market is tanking, it it faster than my normal charting service, and from talking to other traders, it is faster than theirs also, no matter what charting program and data feed they are using.
However, it is NOT the official CME data feed, and as such can miss ticks which become significant in terms of support and resistance, so I do not rely on the IB data feed alone, and never will.
By the way, the time and sales logged in Quotetracker shows the footprints of the large orders - where they are buying the ask and selling the bid. I have learned it is a significant indicator, both in the eminis and the ACE bonds and notes.
Your other option with the IB data feed is Sierracharts, which has a monthly fee, as opposed to the optional one time registration fee for Quotetracker. I don't use it so I don't know how it logs T&S.
and in my opinion it works great. You can customize several items with the T&S window also (row coloring for different types of price action, trade size filtering, etc). I make numerous trades every day from the T&S action and the QCharts product has worked great for me. Hope this helps.
i dont think sierra has t&s window does it
It does not, however you can plot "number of trades" as a bar graph, underneath a fast tick chart, along with volume bars. It's easier for me to follow than streaming lines of text.
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