Think or Swim, no time and sales data?

Discussion in 'Data Sets and Feeds' started by bozak, Apr 16, 2008.

  1. bozak

    bozak

    I have read all of the glowing reviews for TOS, but all of them failed to mention that TOS does not offer prints or time and sales info for stocks or options. I rely heavily on time and sales info when trading low volume stocks or options. If I am considering a position, I will be much more likely to pull the trigger if a big block goes through in the same direction. Also I need to know if any of the MMs are filling orders that are larger than the amount they are representing on the level 2 at a given price point.

    Why doesn't anyone ever mention the lack of time and sales data at TOS? Is this not a problem for anyone else?
     
  2. magicz

    magicz

    open an account at scottrade for 500 and get your TS..:D
     
  3. bozak

    bozak

    I have a few other accounts that have time and sales, but I usually monitor about 25-50 symbols at a time. It just doesn't work to have time and sales running on a different platform for each symbol. (takes up too much screen space, I have 3 24" monitors, but that still is not enough for separate time and sales info). Not to mention that for daytrading the time it takes to look at a different platform will often mean that I miss the trade.
     
  4. magicz

    magicz

    I know what you mean. Just email them and ask if they are working on it or not. I am sure if enough people ask for it they will code it in there.
     
  5. bozak

    bozak

    That is what I'm hoping for, I already put in the formal request for time and sales data. I opened a small account with TOS and I'd really like to move the rest of my trading their, but with my strategies I really can't until they get time and sales info.

    It would be great if I could get a few EliteTrader people to ask for time and sales as well to make TOS move faster with getting time and sales data included in the platform.
     
  6. They have time-and-sales....sort-of. With their Excel interface, you could easily capture the LAST and VOLUME and TIME into a spreadsheet. With a bit of VBA code, you could even analyze and/or chart it.
    However, keep in mind, TOS is a sampled data feed. Not all ticks are being shown in the numbers. There is a "realtime" setting that captures most of the ticks. However, I am not sure if this setting is 90,95 or 99% of the total ticks.
    Note: Tick-sampling is a black art and highly secret at many firms.