Time and Sales in efs

[es5es5]

Is there a way to get time and sales data in my custom efs script?

[DuaneG]

es5es5,

The only way to load historical Time and Sales data is to use the Desktop API. If you don't require historical Time and Sales data, then you may want to apply a Tick chart with a 10-day Time Template. If you could detail exactly what you are trying to accomplish, it may help in determining the most efficient way to go about it. Thanks.

[es5es5]

Duane,

I want to process the Time and Sales data on the fly in order to create alerts and/or change the appearance of a T&S chart. I guess I would need to attach a study to a T&S chart. Is that possible? Can T&S data be fed live into Excel, with or without using DDE?

I thought about using one-tick charts but I wouldn't get all the bid/ask data I want.

[eSignal_JasonK]

Hello es5es5,

If you only need to process bid/ask data in real time, you can use the following EFS functions. Keep in mind that they only can access real time data, not historical.

getMostRecentAsk()
getMostRecentAskSize()
getMostRecentBid()
getMostRecentBidSize()
getMostRecentTrade()
getMostRecentTradeSize()

Here's a couple example EFS that utilizes these functions.

BidAskAnalysis.efs
BidAskRatio.efs

Currently only Advanced Charts use EFS studies.
You will also only be able to get the bid/ask data into excel through DDE.