The Time and Sales function allows for speedy retrieval of large amounts of Tick data
Required elements
=ICETimeSales(<symbol>,<Array of Fields>,,Start Date, End date, Index)
Date ranges and index work as follows:
Date Ranges and Index |
|
Start Date Only |
Returns that date only |
End Date Only |
Returns that date only |
Start Date & Index |
Returns index values after that start date |
End Date & Index |
Returns index values before that end date |
Start Date & End Date |
Returns the values between those two dates |
Index Only |
Returns the most recent values |
| Start Date & End Date & Index | Returns the values between those two dates and disregards the index value |
Optional Elements
Optional Elements |
|
| TypeFilter= | Sets the main filter |
| PriceFilter= | Sets the price filter or price range |
| ValueFilter= | Sets the value filter or value range |
| SizeFilter= | Sets the size filter or size range |
| BrokerID= | Sets the broker ID filter |
| ConditionsFilter= | Sets the condition code filter elements |
| Precision= | Sets the excel formatting on the output |
| View= | Defines the Short or Long view option |