TWFX Trade Tape

Display a visual representation of time and sales order flow, display raw order data or combine orders by time & price, time & type, or into exchange reported summary trade (applies to only CME group or EUREX data, and only when using Sierra Chart Denali Data Feed). Apply trade size / volume filter to ignore smaller trades.

• Visualize time and sales data using dot markers flowing across the chart
• Highlight large volume trades using filtering and sizing criteria
• Plot the Ask, Bid and Last Trade prices
• Can be applied to any intraday chart where time & sales data is available, either as
• An overlay on the main price chart, or
• A subgraph above or below.
• Volume filtering: Minimum Trade Volume
• Highlight trades that occur above (below) the best ask (bid) price, helping to identify
• Market slippage
• Large market orders
• Stops triggering
• Automatic Variable size Dot Plot
• Configurable Minimum and Maximum Dot Sizes
• Variable sizing based on Relative Volume, Small and Large Volume or Fixed Size Range
• Optional variable color intensity
• Separate color ranges for Ask and Bid trades
• Transparency option
• Separate coloring for Ask and Bid slippage trades
• Optional text display:
• Minimum volume filter
• Separate colors for Ask and Bid trades
• Adjustable font size

To use the TWFX Trade Tape Study, you will need a Sierra Chart Service Package 3 or Package 5 subscription.
Use of a good quality data feed, providing accurate tick-by-tick data is recommended, anything less may lead to inaccuracies.

Release Notes

• After purchasing, you will receive a license key via email (which you can also find in the ‘My Account’ section here).
• Activate your license key and assign it to your Sierra Chart account here.
• After your license is activated and assigned, the software will automatically download next time you restart Sierra Chart (or you can download the software here).
• Restart Sierra Chart and start using the studies.
• More general information can be found in the FAQs section.
• For more information about these studies, refer to the documentation – Trade Tape Study, Trade Tape Ex Study, and Trade Tape Vertical Study.