T&S Filter not working

[waynecd]

using eSignal ver 10.2.1391.1120. The Time & Sales filter option is not working. I am not on eSignal ver 10.3xx because of freezing charts.

I hope this is not just on my computer.

Here is an image of the issue.

Thanks

[ACM]

Re: T&S Filter not working

waynecd
Unless I am misunderstanding you the image you posted is only showing Quotes (ie Bid/Asks) and not Trades
Alex

Originally posted by waynecd
using eSignal ver 10.2.1391.1120. The Time & Sales filter option is not working. I am not on eSignal ver 10.3xx because of freezing charts.

I hope this is not just on my computer.

Here is an image of the issue.

Thanks

[waynecd]

Hi Alex,

I have the "Match Bid/Ask Exchange" checked. Before the conversion to the new bid/ask data on the servers the filters worked as displayed and would filter the trade size. Once the colors plotted correctly again after the conversion, this was no longer the case.

However, if there is some way to filter the size of trades I'd appreciate the information (I have 3 of these up, one for all trades, one for more than 20 and one for more than 200).

The filter for more than 20 seems to work fine but the more than 200 doesn't do the job.

Thanks

wayne

[ACM]

Wayne
Regardless of the Match Bid OR Ask filter [which would not apply in this case as the instrument is traded only on the CME and anyhow you did not specify an exchange] I still am not understanding how you can determine from the image you posted that the filter is not working since that T&S window is showing only Quotes and the Trade Volume Min filter applies only to Trades and not to Quotes. As a matter of fact the filter is probably working else you would see some smaller sized Trades in between those Quotes
Alex

Originally posted by waynecd
Hi Alex,

I have the "Match Bid/Ask Exchange" checked. Before the conversion to the new bid/ask data on the servers the filters worked as displayed and would filter the trade size. Once the colors plotted correctly again after the conversion, this was no longer the case.

However, if there is some way to filter the size of trades I'd appreciate the information (I have 3 of these up, one for all trades, one for more than 20 and one for more than 200).

The filter for more than 20 seems to work fine but the more than 200 doesn't do the job.

Thanks

wayne

[waynecd]

Thanks for the follow-up Alex,

You are right, I don't understand the inner workings of the T&S. I thought quotes were displayed in the Time & Quotes window.

I believe the T&S window shows the price, date/time, size, type, etc of actual trades not of DOME like offers and asks which can be pulled.

I hide columns other than the price and size for visual recognition purposes.

Is there a way for me to have the size of the ES #F trades displayed in these windows filtered to only show trades that are 20 and above in one T&S window and 200 and above in another one.

That is how I had it set up before the change to a different bid/ask data stream.

Thanks,

wayne

[ACM]

Wayne

I thought quotes were displayed in the Time & Quotes window.

Time and Quotes window displays only Quotes and no Trades

I believe the T&S window shows the price, date/time, size, type, etc of actual trades not of DOME like offers and asks which can be pulled.

Actually the Time and Sales window will also display [Bid and Ask] Quotes if you enable them as is the case of the T&S window shown in your image

I hide columns other than the price and size for visual recognition purposes.

If you displayed the Type column you would see that the prints shown in your image are Bid and Ask Quotes and not Trades.

Is there a way for me to have the size of the ES #F trades displayed in these windows filtered to only show trades that are 20 and above in one T&S window and 200 and above in another one.

You do that using the same Trade Volume Min filter you have applied.
That said because you have enabled Show Quotes you are also seeing all the Bid and Ask quotes [which do not get filtered as they are Quotes] in your T&S window. Uncheck the Show Quotes option and you will see only Trades filtered as per your settings
Alex

Originally posted by waynecd
Thanks for the follow-up Alex,

You are right, I don't understand the inner workings of the T&S. I thought quotes were displayed in the Time & Quotes window.

I believe the T&S window shows the price, date/time, size, type, etc of actual trades not of DOME like offers and asks which can be pulled.

I hide columns other than the price and size for visual recognition purposes.

Is there a way for me to have the size of the ES #F trades displayed in these windows filtered to only show trades that are 20 and above in one T&S window and 200 and above in another one.

That is how I had it set up before the change to a different bid/ask data stream.

Thanks,

wayne

[waynecd]

Hi Alex,

Thanks for clarifying this. It displays trades correctly now but the correct colors don't.

I believe I have to upgrade to ver 10.4 for correct T&S colors but until the issue with 512T charts not updating I'll have to stay with ver 10.2.

wayne