TWS Time & Sales for combo trades?

guru said:
IB/TWS at minimum shows the spread book with the volume of combos traded during the day:

upload_2020-6-19_13-20-55-png.230997



Though now my question would be: how would someone hide those complex orders from others? Splitting leg orders to fill individually/separately?
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How do I get that, please?

IBKR has it's own matching engine that I believe can withhold your order from the market (internalized order). Incidences when I've put on better bid/offers to add more size and they were not reflected in the bid/ask on my Portfolio screen. (Oops that didnt answer your question,...anyways...)
 
You'd select: New Window -> Complex Orders and Trades Scanner
(within "Technical Analysis" section, easy to miss)
 
Wonderful. Thank You.

Mine was under Scanners. Additionally, TWS now provides animations to find a specific menu item if you get it in Search.
 
xandman said:
Ah. An institutional platform. Very nice. Looking for a clerk to commingle his capital? In case I get laid off my day job?
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Ha, I am a simple retail trader. You can get WEX through many different brokers, including Lightspeed.
 
Thanks all for the responses. On the face of it, IB's "Complex Orders and Trades Scanner" seemed to fit the bill.....but...it does state that it :
"Returns all complex strategies on a specific underlying that has a native bid/ask quote or that has traded today. "

Implying that it also lists outstanding orders for complex trades (diagonal, IC's, spreads etc). In fact, it lists the Bid/Ask prices for all rows, but doesn't show the actual trade price. To me it seems that it's probably more of an order book than a list of actual trades, and that's not quite what I'm looking for. Someone pls correct me if I got this wrong.

I intentionally opened a 1-lot calendar in NKE today to see if it would show up there, but I couldn't find it. Also, the scanner is very rigid - it's not possible to add/change columns in any way and even the sort function (you can only sort by volume) doesn't seem to work properly.
I think this scanner is very much a work-in-progress for IB at the moment.

The search continues.
 
ffs1001 said:
Thanks all for the responses. On the face of it, IB's "Complex Orders and Trades Scanner" seemed to fit the bill.....but...it does state that it :
"Returns all complex strategies on a specific underlying that has a native bid/ask quote or that has traded today. "

Implying that it also lists outstanding orders for complex trades (diagonal, IC's, spreads etc). In fact, it lists the Bid/Ask prices for all rows, but doesn't show the actual trade price. To me it seems that it's probably more of an order book than a list of actual trades, and that's not quite what I'm looking for. Someone pls correct me if I got this wrong.

I intentionally opened a 1-lot calendar in NKE today to see if it would show up there, but I couldn't find it. Also, the scanner is very rigid - it's not possible to add/change columns in any way and even the sort function (you can only sort by volume) doesn't seem to work properly.
I think this scanner is very much a work-in-progress for IB at the moment.

The search continues.
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You may want to check out Livevol. I believe they will give you a free demo as well. They may have the time and sales information with tags.

https://www.livevol.com/
 
Thanks @FSU. Just had a quick look at livevol.com, and I cannot justify spending $300/month on the information I am looking for.

Currently, I trade a lot of earnings calendars and I often see someone else has traded a similar calendar on a same stock/same strike as me. I can usually work out the price and quantity they traded manually, but it takes a few minutes. I was hoping that there was existing T&S information somewhere already in a convenient format.
No worries.
 
ffs1001 said:
Thanks all for the responses. On the face of it, IB's "Complex Orders and Trades Scanner" seemed to fit the bill.....but...it does state that it :
"Returns all complex strategies on a specific underlying that has a native bid/ask quote or that has traded today. "

Implying that it also lists outstanding orders for complex trades (diagonal, IC's, spreads etc). In fact, it lists the Bid/Ask prices for all rows, but doesn't show the actual trade price. To me it seems that it's probably more of an order book than a list of actual trades, and that's not quite what I'm looking for. Someone pls correct me if I got this wrong.

I intentionally opened a 1-lot calendar in NKE today to see if it would show up there, but I couldn't find it. Also, the scanner is very rigid - it's not possible to add/change columns in any way and even the sort function (you can only sort by volume) doesn't seem to work properly.
I think this scanner is very much a work-in-progress for IB at the moment.

The search continues.
More...

It's 1.5 years later and this "tool" is still useless.
1. It lists exactly 1 screen page worth of lines. The scroll bar does not work to show more. I cannot believe that ES, SPY, TSLA, etc. only have ca. 30 trades. The "all" in "Returns all complex strategies on a specific underlying that has a native bid/ask quote or that has traded today" seems to be wrong.
2. It shows the volume, but not the trade price.
3. It shows bid/ask for each line. According to the help page ("Returns all complex strategies on a specific underlying that has a native bid/ask quote or that has traded today."), it should show lines that have a quote in the complex order book, even though the spread didn't trade yet. Also, I would expect to see lines with only a bid or only an ask.
Are the quotes shown the synthetic quotes, not the native ones?
4. It doesn't mention any dates in the "tool". Are those supposed to be the trades from the current / previous day?
 
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