eSignal 12 - Time and Sales

ICE Data Services -

eSignal 12 - Time & Sales Window

The Time & Sales Window displays real-time streaming updates for trades and/or quotes in a scrolling window for stocks, futures and forex. As new data is sent from the exchanges, the Time and Sales Window will update with the new information at the top, and the older data will move down the window.

to access the time & sales window select new from the main menu followed by time & sales.  a keyboard shortcut (control +3) is also available.

Alternatively, the Time & Sales window can be launched by right-clicking any symbol from the Watch List window, selecting Open In, and selecting Time & Sales.

once the window opens, type the desired symbol in the symbol box and press enter.  use the drop down menu to select previously viewed symbols. 

the trades & quotes field allows you to specify trades & quotes, trades only, quotes only (i.e. bid and ask), bids only or asks only. for forex, no trade information will be displayed, only bid and/or ask quotes: 

column headings
right-click the column header to display a list of available column headings.  check or uncheck the fields you wish to view.  drag and drop (hold the left click and drag to the new location) to resort the order of the headers. selecting arrange columns will evenly adjust the width of each column. 

Date: Displays the date of the current trade or quote.
Time: Displays the time of the current trade or quote.
Exchange: Displays the exchange code for the current trade.
Price: Displays the trade price for current trade.
Size:  For futures, size represents the number of contracts.  For stocks, size represents the number of shares.
Bid: Displays the current best bid quote.
Bid Exchange: Displays exchange code for the exchange that the most recent Bid Price was quoted from.
Ask: Displays the current best ask quote.
Ask Exchange: Displays exchange code for the exchange that the most recent Ask Price was quoted from.
Sizes: Displays the bid size versus the ask size.
SeqID: The exchange designates each trade with a Sequence ID number to easily identify and refer to a specific transaction.
Condition: Refers to Corrections, Insertions and Deletions (CID’s) are specific message types sent by each Exchange (currently supported for all US Exchanges) to represent last sale pricing adjustments and changes. Click here for more information on CID’s.
Type: Displays whether the current row is displaying a trade, bid or ask.

Dynamic Mode
Select Time & Sales from the main menu to access the Dynamic Mode setting and more. 

Dynamic: Dynamic is turned on by default and indicates that data is streaming in real-time.  Unchecking this setting can be handy if you wish to stop the flow of new data to research or to conserve resources. 
Copy: Allows to copy and paste info into a another window or progam, such as a spreadsheet.
Select All: Selects all data displayed in the window to copy the information.
Properties: See the Properties section below.
Undo: Will undo changes made in the Properties menu.
Redo: Reapplies changes made in the Properties menu.

The use of Filters is available to further refine the data that is displayed.  Click the Filters icon:

the following dialog box will appear:

Date: Enter a specific date or use the calendar drop-down menu to select a date going back up to 30 days. 

Time: This field allows you to specify the start time.  This is helpful when researching a trade that happened at a specific time. 

Conditions: Corrections, Insertions and Deletions (CID’s) are specific message types sent by each Exchange (currently supported for all US Exchanges) to represent last sale pricing adjustments and changes.  Click here to display a list of conditions that can be used. 

Price/Range: Use this field to display all trades from either a specific price or a range of prices.  Ranges can be entered using a dash (i.e. 1.50 -1.60).

You can also use equals to, greater than, and less than characters to further refine your range search.

= 5 Is the same as typing 5: Accept all ticks with price (or size) equal to 5.
< 5: Accept all ticks with price (or size) less than 5.
> 5: Accept all ticks with price (or size) greater than to 5.
<= 5: Accept all ticks with price (or size) less than or equal to 5.
>= 5: Accept all ticks with price (or size) greater than or equal to 5.

Trade Size: Allows you to specify a specific price, minimum, maximum or a range of trade size to be displayed (does not apply to bid-ask quotes or Forex). Enter the number of contracts for futures or the number of lots for stocks and press Enter.

Exchanges:  Filter trades and quotes by exchange using the region code. For instance, type NYSE into this field to view trades (listed stock) only from NYSE as opposed to other regions.  To specify multiple exchanges enter a space between the exchange code (i.e. NYSE NASD).

Properties Menu
The Properties Window allows you to change the Colors, Font, View style, and direction of real-time data.To access the Properties dialog box, left-click Time & Sales on the menu bar (or press Alt + Enter when the window is selected):

you can also right-click the time & sales window and select properties (or press alt+return):

the properties dialog allows you to modify the following items:

default row
data view
quotes and cids
grid lines

default row 
select the font size and style along with bold/italics buttons.

data view
the data view also allows you display new data at the top or bottom of the window, show the change in price as a +/- or an up/down arrow.  +/- is relative to the prior bar.  receive real-time updates with dynamic mode checked.  disable this option to view static data. 

there are three view options available in the time & sales window:

short view:  combines the bids, asks, and trades all in the same column in separate rows.

long view:  separate columns and rows are used to distinguish trades, bids, and asks.

bbo view:  separate columns are used to distinguish trades, bids, and asks.  however, trades can also be displayed with the bid or ask on the same row. 
select colors for text and background colors for the different types of trades:

trade inside indicates that the trade occurred between the bid and and ask.  it's not possible to determine if the trade came from either the bid or ask side. 

quotes and cids
select colors for text and background for quotes and cids.  trades that have been deleted by the exchange will have the designation of delete in the conditions column. you can choose to strikeout deletions (for instance, cross out the trade) by checking/unchecking this setting.  when checked, complete single sided quotes (turned off by default) will bring up the last quote update on the opposite side of a single-sided quote.  you can check the box to cause every quote to be displayed as a pair.

grid lines 
use this menu to edit the grid line color and to enable/disable horizontal and vertical grid lines.