What trading software/platform offers Market Profiling?

Discussion in 'Trading Software' started by Bolimomo, Jan 31, 2009.

  1. Hello all:

    I am currently using Schwab's StreetSmart Pro (formerly CyberTrader) trading platform. The platform's reliability is very poor. Schwab cannot handle fast markets. Whenever the market runs, StreetSmart Pro freezes up and I cannot cancel/modify orders. It's very bad.

    One reason why I am still keeping this trading platform is their feature to show what some may call "Market Profiling". Schwab calls is VAP (Volume Average Price). Look at the enclosed chart example. I circled it to the left. Basically they can show the volume bars of relatively how many shares of the stock were traded at each price level (e.g. $144, $145, etc.).

    TradeStation has a similar feature called "Matrix". But with Matrix, their price level deferentiation is by a penny. Not very useful. And TradeStation cannot let user define a higher aggregation amount. For example, I would love to see how (relatively) many shares of SKF were traded at $144, at $145, at $146, etc.. (not at $144.01, $144.02, $144.03)

    Does anybody know what other trading software/platform offers a similar feature to Schwab's VAP (Volume Average Price) display?