Traders Laboratory - View Single Post - IB TWS Time and Sales
View Single Post
  #8 (permalink)  
Old 10-06-2007, 03:21 AM
Soultrader's Avatar
Soultrader Soultrader is offline
Soultrader is looking for a new book to read

Trader Specs
 
Join Date: Aug 2006
Location: Tokyo, Japan
Posts: 3,060
Thanks: 120
Thanked 368 Times in 158 Posts
Send a message via Skype™ to Soultrader
Re: IB TWS Time and Sales

A snapshot will just plot the time of sale again. Which is why you are seeing a double print. This is not seperate transaction but the same one. I a similar problem when trying to view time of sale on excel through Reuters because all it does it takes a 1.0 sec snapshot.

Time of sale seems to be a lacking element in many data and platform vendors. Tradestation offered great time of sale but I do not have it anymore. I am looking into esignal data and charting to see if their TAS can be modified to filter out big lots like Tradestation.

__________________
James Lee
TradersLaboratory.com
-----------------------------
Empowering traders with knowledge.

Please support TL by visiting our sponsors. Thanks!
Reply With Quote