Time and Sales Indicator for ThinkorSwim


New member
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.
Last edited by a moderator:
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.

Join useThinkScript to post your question to a community of 21,000+ developers and traders.

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?
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.

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.
Last edited by a moderator:
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.
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);
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!

Similar threads

Not the exact question you're looking for?

Start a new thread and receive assistance from our community.

87k+ Posts
575 Online
Create Post

Similar threads

Similar threads

The Market Trading Game Changer

Join 2,500+ subscribers inside the useThinkScript VIP Membership Club
  • Exclusive indicators
  • Proven strategies & setups
  • Private Discord community
  • ‘Buy The Dip’ signal alerts
  • Exclusive members-only content
  • Add-ons and resources
  • 1 full year of unlimited support

Frequently Asked Questions

What is useThinkScript?

useThinkScript is the #1 community of stock market investors using indicators and other tools to power their trading strategies. Traders of all skill levels use our forums to learn about scripting and indicators, help each other, and discover new ways to gain an edge in the markets.

How do I get started?

We get it. Our forum can be intimidating, if not overwhelming. With thousands of topics, tens of thousands of posts, our community has created an incredibly deep knowledge base for stock traders. No one can ever exhaust every resource provided on our site.

If you are new, or just looking for guidance, here are some helpful links to get you started.

What are the benefits of VIP Membership?
VIP members get exclusive access to these proven and tested premium indicators: Buy the Dip, Advanced Market Moves 2.0, Take Profit, and Volatility Trading Range. In addition, VIP members get access to over 50 VIP-only custom indicators, add-ons, and strategies, private VIP-only forums, private Discord channel to discuss trades and strategies in real-time, customer support, trade alerts, and much more. Learn all about VIP membership here.
How can I access the premium indicators?
To access the premium indicators, which are plug and play ready, sign up for VIP membership here.