Time and Sales Indicator for ThinkorSwim

[Asianraisin]

I am trying to find out if there’s a way to create an alert for when a large, (let’s say +$200,000) , short-term option order comes through on the Time and Sales screen. I’ve realized these types of orders are often a reliable precursor to a significant move. I currently just have the filter to only show orders for the closest expiry contract, and above 100 qty.

Recently I’ve seen this hope accurate with DIS, SHOP, HD, just to name a few. I contacted the ToS help desk, and they were not able to provide and solutions, which leads me to believe this may have to be done through a 3rd application...?

Any help is greatly appreciated.

 

[BenTen]

You can certainly use the Filter option under Quantity to only show large values (whether that is <1,000 or <5,000, etc.). But I don't think you can set alerts for this.

 

[tomsk]

@BenTen is right - there is no access to time and sales from ThinkScript so alerts to extract that sort of data is not possible.

 

[ianfaler]

I am trying to learn Time and Sales and thought it would be interesting if there was an indicator that moved in real time based on say 50 or more contracts being bought or sold for futures trading. Say there was a tick indicator that changes colors based on T/S

So when 50+ contracts of say ES are bought an indicator turns green based on your tick size, and when 50 or more are sold you have a red indicator.

Is there anything like that?

 

[BenTen]

At the moment, the only way you can use the Time and Sales is through the Trade tab. You can adjust the displayed orders using a set of filter provided by ThinkorSwim.

 

[TrueDepth]

Here is a link to something that sounds like that from this forum.

Tape Momentum indicator: https://usethinkscript.com/threads/looking-for-tape-momentum-indicator.569/

 

[appplejack007]

I just want to export Options Time and Sales into excel file for today's SPY options.
I've been searching for several hours to find an answer.
As far as I could see there's a no function to "Copy-to-Text" from TOS.
Is there any other workaround to this?

Thank you.

 

[BenTen]

@appplejack007 I don't think there is a way to do that.

 

[lowtrade]

@BenTen Is it possible to look at the entire Time and Sales data for the whole day? It only shows the last few minutes.

 

[BenTen]

@lowtrade No

 

[murkr]

Lately, I've been trading low float, high relative volume stocks and I notice when looking at the (Time and sales) every time I see a REALLY big order the market follows. So my question is,

Is there a way to create an indicator where I can enter a number "let's say 10,000" and I get a notification when an order goes through on the time and sales that is 10,000 or over?

Because sometimes the time and sales move so quickly it's hard to watch.

 

[BenTen]

@murkr Sadly, no

 

[TradeUp]

@murkr You can customize your size filter in Time and Sales. Just click on the notch on on the Size tab and customize to orders over 10K.

 

[FLTrader]

Hi,

Can a tick sound be created from every transaction on the time & sales? Would be very similar to tickstrike .

I've used tickstrike before but it was limited to certain large cap stocks.

https://tickstrike.com/member1/

 

[BenTen]

@FLTrader No

 

[rad14733]

@Tiredoflosing We don't have access to Time and Sales historical data using Thinkscript...

 

[Tiredoflosing]

@Tiredoflosing We don't have access to Time and Sales historical data using Thinkscript...

yes i know that, as stated in the post...

 

[rad14733]

yes i know that, as stated in the post...

Yes, you said they "disappear" but never addressed whether or not they could be extrapolated using Thinkscript, which they cannot... This clarifies for anyone else who stumbles across this topic...

 

[nrghound]

I've been trying to capture time and sales data for a while and haven't figured it out. These two appear to count the number of upticks and downticks but I haven't been able to convert it to upvolume and downvolume. When the difference between these two is divergent from the price direction I'm guessing it means there is institutional involvement against the trend. Am I way off base?

tick_count(pricetype = PriceType.BID);
tick_count(pricetype = PriceType.ASK);

 

[droz1990]

On the volume bars under the chart, id like the volume bars to accumulate as the Time and Sales orders go through. With the red tick volume bars at the bottom of the green tick bars. So if the bar has a lot of higher ticks than lower ticks for that candle, it will show a much larger green volume candle stacked on top of a smaller red candle. So each volume bar would be one candle showing a percentage of the candle being partially green and the other part being partially red with the volume coming in from Time and sales.
Any help with this would be greatly appreciated! thank you!