Better Time and Sales / Bid/Ask

[franko2 10]

Hi,

 

I am researching volume and price action and have a question for

the coding experts here in the Forum in regards to time and sales and whether you can create this indicator. Its to do with understanding the bid/ask volume and timestamps.

 

Using the time and sales data, I basically want to add up

the number of bid/ask volume for a particular time stamp

in centi-seconds..

 

 

eg:

time: bid/ask volume

15:21:23 5

15:21:23 12

15:21:23 44

15:21:23 3

15:21:23 22 (total ask= 86)

 

15:21:22 3

15:21:22 5

15:21:22 6

15:21:22 12 (total bid= 26)

 

So I want to produce:

1) time and sales window that will first add up the centi-second bid/ask volume

2) filter for size, so in the above case, if filter size > 50, it will show me

total 86 for ask column and not 26 bid column because of the filter size.

 

For any one who knows how to code C# this should be very straight Forward and

probably doable within an hour ...

 

Pls help