Display Selling and buying volume per candle?

October 13th, 2013, 02:14 PM

Is there a way in TOS to display on a per tick basis intraday what the volume of each tick is
made up of? If I can visualize the amount of selling and the amount of buying in each tick
I think I could better spot when a breakout trend is over as sellers dump their shares on
the market overwhelming demand stopping the breakout.

Thanks,
Mike

November 29th, 2013, 10:26 AM

Not to be rude, but short answer is no and doesn't look like it will be anytime soon

TOS gets their data in blocks and they don't segregate bid/ ask volume

-Bill

February 1st, 2014, 02:21 AM

hi
we need to enstablish first what do you mean for Selling and Buying Volume..

in my knowledgement
Selling volume are those market transaction in which the Last price is the Bid Price
While
Buying volume are those market transaction in which the Last price is the ASK Price

Are you agree on this affirmation?

February 1st, 2014, 08:37 AM

For @malice95

I'm guessing you want Delta candles(?) and as I mentioned earlier TOS does not have it (don't hold your breath either) they get their data in blocks.

Also, I'm sure you know in futures for every buyer there's a seller, vice versa

-Bill

December 2nd, 2014, 10:52 PM

Is this tread still active? I'm looking for a ThinkScript code to create the Buying Selling Volume like this Amibroker code can do. Download Buying Selling Volume For Amibroker (AFL)

December 3rd, 2014, 05:16 AM

I'm not sure about buying/ selling volume (Delta) but ToS does NOT have true tick data - they receive their data in blocks

As far as any other broker, check who is/ what is their data feed

-Bill

Display Selling and buying volume per candle?

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Display Selling and buying volume per candle?