TOS Block Trade Data


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Would you know the process or formula to discover TOS Block Trade Data? I would like to know BT data as a Volume or numerical indicator or study. Thank You for your time to respond. 

Sid

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Posted by (Questions: 1, Answers: 0)
Asked on May 8, 2020 10:02 am
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Sorry but there is no such data available on Thinkorswim from any sort of custom code we can write. There is nothing in the Thinkorswim language that differentiates volume from specific sources or of a specific size. All we have is volume, and tick_count (number of trades). Thinkorswim use a data aggregation model. Their platform does not stream live tick data to the client programs.

For even a bit more insight, check my response to the following post:

https://www.hahn-tech.com/ans/how-to-calculate-volume-from-the-open/

You will see that volume reported on the platform differs from Daily charts to intraday charts.

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Answered on May 8, 2020 10:49 am