TOS or TD Ameritrades data quality - filtered volume?

January 4th, 2018, 08:22 PM

How is their data for futures trading? Specifically Emini CBOT, CME and Nikkei 225 Mini?

Is their volume filtered?

March 22nd, 2020, 08:35 AM

Hi, I'm also interested to know what it means exactly to filter volume?
Are you trading using TOS? how has your experience been?

March 22nd, 2020, 10:41 AM

I have talked to TOS many times about this and believe to have a current answer. The data that comes through on the time & sales is directly from the exchange. For stocks, the data that shows up on the chart is only transactions of 100 shares or larger, also known as round lots. For futures I believe every single transaction, regardless of size, shows up on the chart.

March 22nd, 2020, 05:02 PM

The problem i am having with TOS trying to scalp futures is the charts do not keep pace with price making it difficult to make a trading decision . This even happens during so called normal conditions .

March 22nd, 2020, 05:07 PM

hclara

The problem i am having with TOS trying to scalp futures is the charts do not keep pace with price making it difficult to make a trading decision . This even happens during so called normal conditions .

I have experienced this as well. It was bad for me during the last week of February and the first week of March when volume was really heavy. Since then I haven�t had hardly any issues though. I�m primarily watching /ES and SPY.

March 22nd, 2020, 05:42 PM

I mostly trade the Euro dollar and had lots of problems last Friday . I have a fast computer and decent internet . When the mkt. slowed down even then things were bad , showing the spread and price keeping in sync with the chart . I like the TOS charts etc. but I am thinking of looking for for another broker to go along with TOS .

TOS or TD Ameritrades data quality - filtered volume?

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TOS or TD Ameritrades data quality - filtered volume?