Lesson Advanced Investment tools

Time and sales

Learn about how to use time and sales data, available with full level-1 streaming data, to track market activity in real-time.

Time and sales is a level-1 real-time market data feature that provides a view of recent trades for securities listed in Canadian and U.S stock markets. Each row in the time and sales window represents a buy or a sell transaction that is taking place in the market.

time and sales

With time and sales, you will get insights on what's happening in the market for different securities.

Column Description
Time Time of each transaction that took place
Price Price of the transaction
Sz Total amount of shares/contracts in the transaction.
Exch Name of the exchange used for the transaction.
Condition Differences between the current bid or ask price and the actual buy or sell price.
  • Below bid – the security was bought or sold below the current bid price
  • At bid – the security was bought or sold at the current bid price
  • Between b/a – the security is bought or sold between the bid and the ask price
  • At ask – the security is bought or sold at the ask price
  • Above ask – the security is bought or sold higher than the ask price
  • Unknown – a transaction took place with unknown information
  • Locked - the bid and the ask price are identical resulting in a no bid-ask spread
  • Crossed – the bid was higher than the best ask price

Time and Sales streaming data are available in the free package for TSX and TSXV listings, but will not be available in CBOE One Summary real-time streaming data. To receive access to time and sales streaming data on these listings, you'll need to subscribe to any streaming data package. To learn more about our data packages and add-ons, click here.

Note: The information in this blog is for educational purposes only and should not be used or construed as financial or investment advice by any individual. Information obtained from third parties is believed to be reliable, but no representations or warranty, expressed or implied, is made by Questrade, Inc., its affiliates or any other person to its accuracy.

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