What variable is used for TS(transaction size) under Times and Sales?

NexusFi · 2020-04-06T22:57:35-04:00

Hi, I'm trying to script a study for the ThinkorSwim platform, but I can't find any variables in the codebase that represents the "TS" variable under "Time and Sales". What I want to do is to set an alert that let's me know if someone has made a large transaction in ES_F futures, say over the size of 50. Any tips? What am I missing?

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Updated April 7, 2020

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What variable is used for TS(transaction size) under Times and Sales?

April 6th, 2020, 10:57 PM	#1 (permalink)
rtjp Toronto Canada Posts: 1 since Apr 2020 Thanks Given: 0 Thanks Received: 0	Hi, I'm trying to script a study for the ThinkorSwim platform, but I can't find any variables in the codebase that represents the "TS" variable under "Time and Sales". What I want to do is to set an alert that let's me know if someone has made a large transaction in ES_F futures, say over the size of 50. Any tips? What am I missing?

Last Updated on April 6, 2020

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