Please consider this modification to the Time & Sales widget…
The widget allows the user to filter the minimum “size” of contracts to be displayed. This may be beneficial to some users?, but I believe the ability to filter out the minimum number of the “Contract Volume” carries much greater importance.
Time & Sales displays the volume of contracts being executed at a specific price. What is most important is the identification of a large volume of contracts traded at a price. Whether that is done with an equally large number of orders or a small number of orders is merely determines the number of participants.
Of even greater importance may be knowing when a single contract is traded having a large volume! So volume is what should be filtered not the number of contracts used to obtain that volume. (IMHO)
This image does not have a filter and shows a large volume executed with only two contracts. (yellow highlight).
If I was filtering on “Size” I would have never seen this large trade executed with only two contracts which shows significant intent!
So my request is to be able to filter out small contract volume (C.Vol) to reduce the noise without missing out on high volume trades like the one highlighted in the example.
Thanks for listening.