Purpose

The Time and Sales feature of ICE XL produces filterable real-time and historical trade data at the tick level including BID and ASK data. The interface is quick and easy to use and the filtering settings allow for the retrieval of data that most concerns the user.  The Times and Sales module is a snapshot of data.  To receive this information in a streaming format, use the Waterfall module.

Time and Sales User Interface

Time and Sales User Interface

OUTPUT

OUTPUT

Symbol Entry Symbol selected for the Time and Sales output
Symbol Search Use magnifying glass icon to access Symbol Search
Fields Fields selected to be added to the output
Long View/Short View Long View and Short View define the output style for messages.  Long View aggregates level one data to one line, while Short View keeps all messages separate