Time & Sales to DDE or EFS

[bigtee]

Hope I posted this in the right forum, if not... moderator please move to the right one.

In the Advanced Chart Time and Sales, each trade is flagged as being at the Bid, Ask or Neither.

Therefore, some questions...

1. Is there a way to access this trade data through the DDE link? I.e. record each trade size, price and if at Bid, Ask, or Neither. If so, what is the DDE syntax?

2. Is there a way to access this trade data through an EFS? If so, what is syntax? Or does one have to use the getMostRecentAsk and bid functions along with getMostRecentTradeSize and then assign the trade to the Bid/Ask or neither like some of the Bid/Ask efs's do?

Thanks

bigtee

[eSignal_AveryH]

Hi BigTee,
Using the new Qlink you can access Time and Sales Data straight from the eSignal Farm. More information on Qlink can be found in this announcement.
As to the question of Time and Sales data, you can see the Trade Size, and price. It will not give you information as to whether the trader was via the Bid or Ask but you can setup CONDITIONAL FORMATTING in Excel that will compare the a previous cell to the current one and color code accordingly.

There is an EFS called BidAskSize.efs, the description of the EFS is; Displays the most recent Bid/Trade/Ask size, relative size and price. This EFS can be found here. Please check it our and see if is something you can use.


Please let me know if we can be of more assistance.

AveryH
eSignal Support