TOS alert: /ES block trades of 100+


0
0

Hi – Is there a way to generate an alert every time there is an /ES trade that is a quantity of 100+ contracts?

Am unsure whether a study is available or programmable. (Think it is available on Ninja but would prefer not to switch platforms from TOS to Ninja.) Right now I have been visually observing the T&S to find these trades, but that is very time-consuming when an alert could free up the day. See the attached screenshot where the yellow arrow points at an example 60+ contract block trade. Many thanks in advance!

Attachments:
Marked as spam
Posted by (Questions: 3, Answers: 0)
Asked on June 19, 2020 7:09 am
54 views
0
Private answer

This question has already been asked and answered in the forum. Please search before posting a new question. I found the following post by searching for the term "Block":

https://www.hahn-tech.com/ans/tos-block-trade-data/

At this time the data feed available to the scripting language of Thinkorswim does NOT include the level of granularity to make this possible. All we get is volume. We don't get trade size.

Marked as spam
Posted by (Questions: 39, Answers: 3664)
Answered on June 19, 2020 8:34 am