Columns:
1 Time (cutting off hours for easier visibility)
2 Size of the print
3 Price
4 # of penetrated price levels
5 Ticks
6 Dominant Limit
Special thanks go to (alphabetical order): Big Mike, ktrader, rounder8, Xav1029 and Zondor
Thread with detailed description and discussion is here:
https://nexusfi.com/elite-circle/22235-aggregated-time-sales.html
Current version: 6.3
Changelog:
(earlier changes can be found in post #1 in the thread)
April 16 2013: v5.8
Important Bug Fix: fixed rounding error that pretty much messed up everything, please ALL update to this version!
v5.9
Apparently v5.8 did not fix the issue, hence this update.
May 5 2013: v6.0
Fixed a bug that could result in large trace files.
June 10 2013: v6.1
Improved window position handling. Now has 5 modes:
Auto: Default location and size
Manual: location and size are set manually
DockRight: Docks to the right of the parent chart
DockLeft: Docks to the left of the parent chart
RememberPosition: this will remember position and size
Feb 07 2014: v6.2
Added option to show the Dominant Limit or Largest Limit in a print, setting for this is: Parameters-->#12
v6.3 Fixde a bug in the RememberPosition function.
vvhg
Category The Elite Circle
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