Time & Sales
Last updated
Last updated
Time & Sales panel lists sales operations on the market.
To open the Time & Sales panel select Terminal -> Time & Sales.
The Time & Sales panel chronologically shows all trades for a symbol in real time mode.
The information about chosen symbol starts streaming upon opening the panel.
For each trade, the following data is available:
Symbol – the relevant symbol.
Time – the time of the trade, can be displayed in two modes depending on the time format set in the settings: hh:mm:ss or hh:mm:ss:ms.
Price – the price at which the trade fills.
Size – the size of the trade.
Side – shows side of the trade: Buy or Sell.
Source – a source of market data, where a trade took place.
Right clicking within the Time&Sales panel evokes its context menu with following options:
Clear table – deletes all quotes and trades from the panel.
Show quotes – if checked, the Time & Sales panel shows trades together with quotes. This option makes sense only for Real time mode.
Aggregation – if checked, all trades with the same price, side, size, and MPId in one row as total are shown. This is applied to the highly-liquid markets.
If Show quotes = true and Aggregation = true, then column 'Bid * Ask size' in this mode displays sum of Bids * Asks by the best price level.
If Show quotes = true and Aggregation = false, then all requests are aggregated on the best price level by the same source and column 'Bid * Ask size' displays the aggregated value of Bids/Asks with the biggest volume.
Show toolbar – shows/hides the panel's toolbar with symbol's lookup.
Search – opens search lookup.
Export – allows to export table to CSV or Excel format.
Table alerts – allows to receive notifications about trading events by preset conditions.
Time format – the time of the trade, can be displayed in two modes depending on the time format set in the settings: hh:mm:ss or hh:mm:ss:ms.
Show size in – allows selecting in what form the volume will be shown. General defaults – is taken from general settings; Lots – will be displayed in lots; Real size - will be displayed in real value.
Round precision – if checked, user can set the precision of the volume display.
Autosize of columns – allows showing T&S table in auto size mode.
Grid – allows to choose the grid type: Vertical, Horizontal, Vertical & horizontal, None.
Rows limit – allows to define the limit of rows to be displayed.
Show only trades with different counterparties – allows showing only trades with different counterparties.
