Time, Sales & Quotes


The Time, Sales and Quotes application (TS&Q) provides streaming Time and Sales data along with Quotes, so you can see the Best Bid and Ask changes in conjunction with the trades. There are several filters provided to allow you to narrow the focus of what trade data you see on the screen. As well, you can choose data from up to 21 days prior to the current trading day.

To get started: Double-click on 'TS&Q' on the E-Gate menu, or right-click in any open Level 2 screen or right-click on a symbol in your Portfolio Manager to open the TS&Q application. Type the symbol in the text box found in the upper left corner of the application and either press 'Enter' key on your keyboard or left-click the 'Go' button in the upper right-hand corner to get data for that symbol.

To refine your data: Use the drop-down menus at the top of the application. Once you make a selection on the drop-down menus, left-click the 'Go' button to show your newly refined data. The TS&Q application will either show all data, with the data matching your filter settings highlighted, or only display the data matching the filter settings. The default is to only display data matching the filters. To change this setting, right-click on the application, put your cursor over the 'Filters' option on the menu and select either 'Highlight' or 'Display'.

The 'Display' menu allows you to select only Time and Sales, only Time and Quotes or Time, Sales and Quotes data.

The 'Date' menu allows you to select any market day up to 21 market days prior to the current day. Note: This does not include weekends or holidays, and the menu will automatically adjust for non-market days.

The 'Exchange' menu allows you to select Sales and Quotes data from specific exchanges. The exchanges available in this menu will vary depending on what exchanges the symbol you have entered trades on. You can limit the data to only the symbol's primary exchange, or any of the regional exchanges also providing trades for that symbol.

The second row of filters allows you to filter the data based on time of trade, size of trade and price of trade. For the 'Time' group, you can either select 'All', or 'Between'. When you choose 'Between', enter the start and end time for which you want to see data and then click 'Go'. The 'Trade Size' and 'Price' filters allow you to select various combinations such as 'All', 'Less Than', 'Less Than or Equal To', 'Greater Than', 'Greater Than or Equal To', 'Between' and 'Equal To'. Some selections require one parameter and some require two. The applet will highlight windows that require parameters.

The column headers for the data table provide the following:

Time the time of the trade or quote

Columns for Sale data:
Exchange the exchange providing the trade
Volume the size of the trade
Last the price of the last trade
Condition any sort of condition affecting the trade. Right-click on application for description of condition codes

Columns for Quote data:
Bid best bid price
Ask best ask price
Bid Size size of best bid
Ask Size size of best ask
Bid Ex. exchange providing best bid
Ask Ex. exchange providing best ask

These column headers can be re-arranged by left-clicking on them and selecting a new header. Once you have it set up the way you want, use the right-click function on your mouse and select 'Save Preferences' to keep it that way.

The right-click menu also gives you several other choices:

  • Select whether you want the data to stream or update on a 1-min interval (or sooner if you click the 'Go' button).
  • Hide the header information at the top (filter drop-down menus) so that all you see is the data table.
  • Choices of which background colour and font size you want.
  • The ability to open a chart, level 2 window (if you are authorized for level 2 data for the exchange of that symbol) and a news window for that symbol.
  • The ability to save the preferences once you have to applet set up the way you want, or to go back to what you had saved ('Restore Preference') if you have changed the TS&Q but don't want to keep it that way.
  • View select message boards for investor comments on that symbol.
  • Condition Legend, which describes the various condition codes that may appear on the Trade data.
To add/remove exchanges or applications to/from your existing account, please use "My Account" option on your E-Gate menu.

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