Time and Sales column lets you display the trades and gauge the velocity and volume being traded. Also lets you reconstruct and consolidate trades, filter the trades, set alerts and more. Time and Sales column can be easily configured to be displayed in a single window as a complement to other windows.
Data Type #
Data Type #
Buy and Sell – Display both buy side and sell side trades.
Buy – Display only buy side trades.
Sell – Display only sell side trades.
Reconstruct Trades #
Enable the reconstruction and consolidation of smaller trades (split trades). Allows you to reconstruct trades. Useful if you are tracking the time and sales and want to see trades aggregating to infer their original size.
See Why consolidate or reconstruct trades?
1st to 5th column #
Sets the order and information to display in the column.
Timestamp – Displays the Timestamp of the trade.
Price – Displays the price of the trade.
Volume – Displays the volume of the trade.
Tick Direction – Displays “+” or “-” if the trade was a uptick (+) or a downtick (-).
BidAsk – Displays the Bid/Ask price at which the trade was executed.
Cumulative Tick Direction #
Sets cumulative Tick Direction signs. Cumulative Tick Directions allows you to see the overall tick direction. In the example below we ticked down for the price 3080.25 to 3080 (downtick “-”) we then ticked further down without ticking up to the price 3079.75 (downtick, downtick “–“). On the right side we see a not Cumulative Direction and thus it doesn’t consider the previous downtick from 3080.25 to 3080 and displays only “-” for the 3080 to 3079.75 downtick.
Cumulative Tick Direction Visual #
Sets the visual type for the count of tick continuation. You can choose between the option “Symbol” (+;-) or “Rectangle” (■■■). This will display, as the name says, a rectangular block as the Tick Direction accumulates.
History Size #
Set the maximum length of history for the time and sales. This option relates to the visual bars options as the visual bars are calculated based on the history.
Ignore History Size #
Set this option if you want to ignore the above limit set for the Time and Sales history.
Filter #
Filter Mode #
Sets the filter mode of the Depth of Market.
Equal – Display limit orders that are equal to the Filter Value. Useful if you are tracking a particular limit order value.
Does Not Equal – Expanding on Equal Filter Mode. You can set a limit order quantity that you do not want to see.
Less Than – Filters the depth of market that is lower than the specified Filter Value.
Less Than or Equal– Expands the previous Filter Mode allowing you to include the value specified in the Filter Value.
Greater Than – Display limit orders that are above the Filter Value. Useful to see only large limit orders.
Greater Than or Equal – expands the previous Filter Mode, allowing you to include the value set on Filter Value option. Like the previous Filter Mode, this setting allows for an easy display of large limit orders.
Filter Value #
The value used to filter the column.
Large Trades #
Highlight #
Set the option to highlight the large trades in the Time and Sales column.
Highlighted Large Trade Size #
Set the minimum value of the volume a trade needs to be in order to be highlighted.
Large Buy Trades Text Color #
Sets the color for the Large Buy Trades text.
Large Buy Trades Background Color #
Sets the color for the Large Buy Trades background.
Large Sell Trades Text Color #
Sets the color for the Large Sells Trades text.
Large Sell Trades Background Color #
Sets the color for the Large Sells Trades background.
Enable Alerts #
Sets the option to enable large trades alerts on the Time and Sales column. The Alerts will be displayed in the Alerts Log window.
Alert Large Trade Size #
Sets the minimum volume value trigger an Alert from the Time and Sales.
Large Buys Sound Alert #
Sets the sound alert for a large buy trade alert. Can also be disabled by clicking in “x” on the right side of the property. Allows you to choose any sound alert present on your PC. Check the folder that we ship with sounds at Documents\Trading OrderFlow\SuperDOM Series\Sounds.
Large Sells Sound Alert #
Sets the sound alert for a large buy trade alert.
Buy Alert Text Color #
Sets the color of the text for a large Buy trade alert.
Buy Alert Background Color #
Sets the color of the background for a large Buy trade alert.
Sell Alert Text Color #
Sets the color of the text for a large Sell trade alert.
Sell Alert Background Color #
Sets the color of the background for a large Sell trade alert.
Visual Parameters #
Steady SuperDOM #
Enable Steady SuperDOM.
Increase Size Font #
This allows you to increase the font size while displaying the same number of rows. This option is has range between 0 and 3. Zero will make no changes to the font size selected in the SuperDOM properties and effectively add more space around the cells. This option tries to give you better visibility of the text.
Background #
Sets the color for the column Background.
Display Milliseconds #
Sets the display of milliseconds on Timestamp.
Price Least Significant Digits #
This option allows you to determine how many digits you want displayed from right to left. By default, it’s set to display 8 digits, but you can now set it to 4 to display only the last 4 digits.
Volume digits #
Sets the number of spaces for the volume to show. This option helps in maintaining the all the “sub columns” aligned.
Ticks digits #
Sets the number of spaces for the Tick Direction to show. This option helps in maintaining the all the “sub columns” aligned.
Trades At Ask #
Sets the color of the text for trades at the ask price.
Trades At Bid #
Sets the color of the text for trades at the bid price.
Trades Above Ask #
Sets the color of the text for trades above the ask price.
Trades Below Bid #
Sets the color of the text for trades below the bid price.
Trades Between Ask and Bid #
Sets the color of the text for trades between the ask price and the bid price.
Cursor Highlighting Enable #
Sets the visibility of highlighting a cell on mouser hover.
Cursor Highlight Color #
Sets the cursor highlight color.
Cursor Highlighting Line Thickness #
Sets the line thickness for the border that is presented when the cursor hovers on that cell.
Clear Button Back Color #
Sets the color for the Clear Button background.
Clear Button Icon Color #
Sets the color for the Clear Button icon.
Ask before column clear #
Set to display a confirmation message before clearing the column.
Show cells lines #
Sets the visibility of horizontal lines of the cells.
Time and Sales Direction #
Sets the direction for the Time and Sales. You can choose From Top to Bottom or From Bottom to Top
No Connection Message Back Color #
Sets the color for the message when there is no connection.
Reloading Message Back Color #
Sets the color for the message when the connection is resetting.
Show Visual Bars #
Sets the options to show the Visual Bars on the time and Sales. This option displays a bar at each Time and Sales row. The size of the bar refers to the value that is set with the option “History Size”. You are also able to clear the Time and Sales and reset the history and the maximum value.
Visual Bars Back Color #
Sets the color of the Visual Bars.
Visual Bars Max Opacity #
Sets the maximum opacity of the Visual Bars.
Clear Settings #
Auto Clear on Large Trade #
Sets the option to clear the Time and Sales column when a large trade occurs.
Data Type #
Sets the side of the large trade.
Buys – Clears the column when a large Buy occurs.
Sells – Clears the column when a large Sell occurs.
Buy And Sell – Clears the column when a large Buy or Sell occurs.
Large Trade Size #
Sets the minimum volume size to clear the Trades column.
Hot Keys #
Info #
Add-on Name
Displays the name of NinjaTrader add-on.
Version
Displays the version of the NinjaTrader Add-on.
Setup #
Output debug info #
Sets debugging info to NinjaScript Output window.
Output debug info to Log #
Sets debugging info to the log file located in Documents/Trading Orderflow/[…].
Refresh Time (ms) #
Sets the refresh time for the column in milliseconds.
Label #
Sets the label title for the column. Useful when you have multiple columns with different settings on the SuperDOM.
