Help re: ES time and sales filter.

March 28th, 2023, 04:14 AM

I'm transitioning from day trading and scalping es/nq stocks to es futures.
So my edge is to guage price action, pace etc on the tape as I did in big cap stocks.
So I had two prints going simultaneously. One showed momentum order flow, with no filter,
while I had another time and sales with 1000+ filter. The filter is helpful to filter out the noise, as
I wanted to see only big orders that could move price either way. Any suggestions,
On a filter for es and nq? I've been looking at maybe a filter at 40 contracts min. So any pros here,
that scalp on the 1 min, or short range, who possibly use this 2 tier tape, if u share your advice here, I would be so grateful for your helpfulness. Cheers

March 28th, 2023, 05:14 AM

I have a strict filter on the T&S for ES contracts.
It only shows me orders of >= 100 contracts on the T&S tape and gives me an accoustic ping on >=500 contract orders.

I am only interested in market action that really matters. Don't say that 100 contract orders really matters but if that comes at my POI levels then I am interested in this.

March 28th, 2023, 05:25 AM

I have 2 T&S one have a 100 filter with sound when it happens and the quicker one I set filter to 5 on RTH. ETH sometimes my filter is set to 2-3 to filter noise if its an abnormal/moving session but usually its 1.

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March 28th, 2023, 06:20 PM

I have my time and sales filter set to >10 during regular hours. Anything bigger it would go to long without a data point.

Help re: ES time and sales filter.

Discussion in Emini and Emicro Index

Help re: ES time and sales filter.