Thanks for your help


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Thank you!

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Posted by (Questions: 3, Answers: 0)
Asked on June 19, 2020 7:09 am
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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.

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Posted by (Questions: 37, Answers: 4086)
Answered on June 19, 2020 8:34 am