time & sales

[ScroogeMcDuck]

Is there a way to filter it to only show sales so I don't have to scroll through 20 pages of nonsense bids to find the sales?

 

[JoeF]

The time and sales shows all the transactions.
It doesn't show any bids or offers.

The level II shows bids and offers.

Can you provide a screenshot?

 

[ScroogeMcDuck]

Every time NBBO changes there's a new line in the Time & Sales page, even if no actual trade occurred. When the servers are busy intraday it takes forever to scroll through that crap to find the actual trades.

 

[JoeF]

That's really odd.
I've never seen NBBO logged in TAS.

What platform are you using?

It's really pointless for quotes to be logged as a big portion is fake/cancels.

 

[ScroogeMcDuck]

TWS

 

[Metamega]

Don’t think it’s uncommon. I remember having time and sales open in Amibroker with IQFeed. By default it showed every trade and every change in top of book.

With something like AAPL or SPY it was just a giant blob of text streaming. But you could set some filters to show only trades, or only changes of certain size in NBBO or trades.

 

[harami]

Try this:

Global Configuration>Information Tools>Time & Sales>Settings>Quotes

Select "Don't Show" instead of the other options, then hit "Apply" at the bottom of the page.