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Several years ago I used one called 'pace of tape'.
I dont think there is a current version of this - at least I have not seen it.
Would be easily enough coded I imagine.
As "Pace of Tape" indicators rely on tick (Trade by trade) data to measure activity, I'm not sure that ToS's aggregated (Bundled) feed would be very accurate.
It's been my understanding that TOS tick data is bundled like Interactive Broker's feed (See here: https://interactivebrokers.github.io/tws-api/top_data.html ). I looked around and couldn't find anything, but you could try searching:
I wil try here to do an analysis and comparation on different data feeds and platforms to perfom studies involving bid/ask data, like comulative bid/ask difference or delta bars and footprint like.
Luke.
P.s. Is not a simple work, and take …
...It's probably best just to contact TOS/Ameritrade and ask if they offer "Unfiltered", tick by tick market data.
