Contract Size Filtering EFS?

[glay]

I need to find a way to filter contract size from the time and sales and determine whether it is at the ask or bid and compile that on a chart.

For example I wish to filter only the contracts with size 1-4 whether they were purchased at the bid or ask. So you could say this is for newbies. I also can say filter those over 20 from say Professionals. This will produce some great insight on the tape without having to stare at it. Especially I have noticed repeated buying which I suspect may be big money or institutions splitting up there purchases, I have heard they do that to disguise buying.

Thanks!

If this is already a feature in eSignal or some chart filtering then let me know. I'm may be a fool.

Geoff

[ACM]

Geoff
To my knowledge the only way you can do this in efs is by using the getMostRecentXxx() functions eg getMostRecentBid(), getMostRecentBidSize(), getMostRecentTrade(), etc (for the list and description of the available functions see the Time and Sales Functions folder in the EFS KnowledgeBase). Keep in mind though that at this time these functions will only work with real time data.
For an example of a script that uses these functions to do something similar to what you want to accomplish you may want to see the BidAskAnalysis.efs programmed by JasonK and posted here
Alex

[glay]

Thanks a ton. Will check it out now.

[ACM]

Geoff
You are most welcome
Alex