Time and Sales Block

Whenever a trade occurs for the specified instrument, the Time And Sales Block outputs a discrete event message containing information regarding the last trade (trade price or quantity).

Example Using the Time and Sales Block to extract the price and quantity of the last trade

The following blocks can extract and use the information generated from a Time and Sales Block:

Note Certain logic propagated from a Time And Sales Block discrete message could behave differently when running and algo in simulation mode, due to coalescing differences in the two environments.

Block settings

To change default block settings, double-click the block to open the Block Editor.

Setting Description
Name Name to display beneath the block on the ADL canvas
BodyColor Background color of the block
Description Optional text to explain how the block is used