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ToS "speed of tape"


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ToS "speed of tape"

  #1 (permalink)
jmexpat
Nashville TN/USA
 
Posts: 5 since Mar 2018
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Hello all,

Would ThinkorSwim support an indicator that measures the speed of incoming ticks for a particular symbol (emini for exemple)?

Thanks

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  #2 (permalink)
 
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 Linds 
Victoria, Australia
 
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Several years ago I used one called 'pace of tape'.
I dont think there is a current version of this - at least I have not seen it.
Would be easily enough coded I imagine.

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  #3 (permalink)
 Tickworks 
Minneapolis MN
 
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As "Pace of Tape" indicators rely on tick (Trade by trade) data to measure activity, I'm not sure that ToS's aggregated (Bundled) feed would be very accurate.

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  #4 (permalink)
jmexpat
Nashville TN/USA
 
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Tickworks View Post
As "Pace of Tape" indicators rely on tick (Trade by trade) data to measure activity, I'm not sure that ToS's aggregated (Bundled) feed would be very accurate.

There is no Tick data in ToS ?
Or perhaps there is no tick history like in Metatrader ?
Is that what you mean ?

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  #5 (permalink)
 Tickworks 
Minneapolis MN
 
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jmexpat View Post
There is no Tick data in ToS ?

It's been my understanding that TOS tick data is bundled like Interactive Broker's feed (See here: https://interactivebrokers.github.io/tws-api/top_data.html ). I looked around and couldn't find anything, but you could try searching:

...It's probably best just to contact TOS/Ameritrade and ask if they offer "Unfiltered", tick by tick market data.

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  #6 (permalink)
 teekay 
Tri State Area
 
Experience: Beginner
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Was anyone ever able to get the "unfiltered" data from ameritrade?


Tickworks View Post
It's been my understanding that TOS tick data is bundled like Interactive Broker's feed (See here: https://interactivebrokers.github.io/tws-api/top_data.html ). I looked around and couldn't find anything, but you could try searching:

...It's probably best just to contact TOS/Ameritrade and ask if they offer "Unfiltered", tick by tick market data.


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Last Updated on April 20, 2018


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