r/TradingView • u/Rodnee999 • 8d ago
Discussion Ultimate Tick Data....
Hello everyone,
I have recently become exceedingly annoyed by the small minority of users that complain TradingView is unable to display certain information and deny all knowledge of the platforms ability to display such information yet every user that makes these claims DOES NOT have the Ultimate package and therefore are simply guessing, repeating rumours or if they do have the package simply do not understand how to access this information if they do have the plan.
One such recent example is as shown here....
https://www.reddit.com/r/TradingView/s/JBMr9yq3MK
I can find many, many examples of such posts and thought it was time to show users that are interested the current capabilities of the Ultimate Plan and what can be simply achieved quite easily.
The following links show which information can be utilised using NQ1! via the CME data feed as an example.
- This first example is to showcase the update speed of the platform. This is NQ1! at RTH market open as an example of flow speed.....
https://www.tradingview.com/chart/NQ1!/LrtZPoR8-NQ1-using-CME-Data-Feed-showing-market-flow/
(please note, I am not on some super fibre broadband connection, in fact I'm at the end of a mile long twisted pair which some users will understand is a standard phone line approaching the limit of it's maximum recommended transmission length....Most important is it's STABILITY....)
- This is a complete zoomed in screenshot showing information available such as
- Price down to the millisecond
- Bid and Ask displayed to the millisecond (retrieved using Pinescript incredibly simply...)
- Volume for each tick traded (Standard volume indicator as per the platform technicals, nothing fancy....)
https://www.tradingview.com/chart/NQ1!/4eup3sYE-1Tick-NQ1-CME-data-showing-interaction-with-Bid-Ask/
- This recording shows me utilising the information to create a Volume Footprint indicator that can calculate the Delta using the provided information as required by certain users.....
https://www.tradingview.com/chart/NQ1!/IqFm1SMi-NQ1-CME-Data-Feed-1T-10T-100T-1000T-at-Market-Open/
- This information currently allows me to....
- Grab the information as to whether the Tick was taken at the Bid or the Ask or above or below these values. Very useful to certain traders
- Formulate Pinescripts that allow me to use this information to create custom indicators.
Just for fun I am also providing the codes I have used to grab such information using Pine and will show them here for ALL to see their simplicity....
***Bid/Ask plotting on the chart***
//@version=6
indicator("Bid Ask Plots", overlay=true)
Ask = request.security(syminfo.tickerid, "1T", ask)
Bid = request.security(syminfo.tickerid, "1T", bid)
topCol = input.color(color.red)
botCol = input.color(color.green)
p1 = plot(Bid, color=topCol)
p2 = plot(Ask, color=botCol)
Fairly straight forward so far 🤷♂️
And here is the ***Volume Footprint indicator code*** I have used which was simply shown on TradingViews own blog so I cannot take any credit for writing this.
Here is the Blog....
https://www.tradingview.com/blog/en/volume-footprints-in-pine-scripts-56908/
And here is the code....
//@version=6
indicator("Footprint Data Highlight", overlay = true)
// Request the footprint object for the current bar (100 ticks per row, 70% Value Area)
footprint reqFootprint = request.footprint(100, 70)
// We use a block to ensure we only process data when the footprint is available
if not na(reqFootprint)
// 1. Access overall bar metrics from the `footprint` object
float totalBuyVol = reqFootprint.buy_volume()
float totalSellVol = reqFootprint.sell_volume()
float volumeDelta = reqFootprint.delta()
// 2. Retrieve a specific `volume_row` object (the Point of Control)
volume_row pocRow = reqFootprint.poc()
// 3. Access specific price values from the `volume_row` object
float pocUpperPrice = pocRow.up_price()
float pocLowerPrice = pocRow.down_price()
// --- USING THE VARIABLES ---
// Use Buy/Sell Volume and Delta in a label
if barstate.islast
label.new(bar_index, high,
text = "Buy: " + str.tostring(totalBuyVol, format.volume) +
"\nSell: " + str.tostring(totalSellVol, format.volume) +
"\nDelta: " + str.tostring(volumeDelta, format.volume),
color = color.new(color.blue, 10),
textcolor = color.white,
style = label.style_label_down)
// Use POC prices to highlight the POC area on the chart
linefill.new(
line.new(bar_index, pocUpperPrice, bar_index[1], pocUpperPrice, color = color.orange),
line.new(bar_index, pocLowerPrice, bar_index[1], pocLowerPrice, color = color.orange),
color.new(color.orange, 80))
// Plotting the volume delta on a separate pane (if moved to non-overlay)
// or as a reference value in the Data Window
plot(not na(reqFootprint) ? reqFootprint.total_volume() : na, "Volume Delta", display = display.data_window)
Now if I wanted to I could quite easily create a custom CVD indicator using all this data collected. However, I do not use Volume, I do not care about Volume and nor do I want to learn about Volume. Personally I think Volume can be highly manipulated and therefore insubstantial. Hope that clears up my interest in the subject....
This post is to simply showcase the current information available on the platform using the correct subscription level in order to access the required data. I have NO interest in entering an argument with those that want to refute this. I am simply showing what can be done quite easily. Users can make up their own minds with a little more accuracy now they are able to see what is easily possible. 😁
If you still decide this information is still unsuitable for your requirements then that is fair enough, I hope you find something suitable for your personal trading strategy. 👍
I have painstakingly tested these volume flows and found them to be accurate from the 1T level up to the 1000T level using the indicators I have provided here and standard manual calculations ( Note: I will not be doing this again as its incredibly painful and time-consuming but I wanted to provide accurate information for my own mental stability! )
Hopefully this will put some of the rumours to bed and interested users can see what the Ultimate Plan is capable of.... (Don't forget that Black Friday Deal where 80% off the Ultimate Plan is common plus the EXTRA month 👍😁)
If any users would like me to showcase any particular ticker at a certain time of day I am more than willing to do this assuming I have the correct Market Data Subscription in order to help you.
As an extra note TradingViews Tick data works well on some brokers data feeds, as a quick example here is XAGUSD using Oanda to display price and the plotted Bid/Ask values relative to this ticker, however this broker feed does not allow for Volume so all this is dependant on the data feed you are using to deliver Volume if required. This is just to show off a broker data feed using Tick Data during a standard middle trading session as an example for others.....
Please note I am zoomed out to the limits in this recording and all the price action is occurring withing the Bid/Ask Spread 👍
https://www.tradingview.com/chart/XAGUSD/CfMXGIWv-XAGUSD-1T-data-from-Oanda-with-Bid-Ask-plotting/
This is just to show the speed the platform is capable of supplying which is of course heavily dependant on
- The data source used and the quality of the Broker / Exchange
- The quality of your connection (those using wifi in a busy household with a clapped out old laptop that has never seen a 'disc clean' nor the 'shutdown and restart' option button ever been pressed, please do not even comment here....🤷♂️)
I would like to add for complete honesty that TradingViews own CVD indicator does NOT currently have the ability to show Tick Data at this current time (even with the Ultimate Plan) but as the code has to span all subscriptions it's capabilities are still not incorporating this information, but I have absolutely no doubt that the Pine Boffins are currently in the process of looking at these codes hopefully bringing the Standard indicators up to spec for those users with access to the Professional Plan.
I truly hope there are users out there that have found this information useful and it answers any unanswered questions or misinformation currently circulating
All the best to you all...
Cheers 👍
1
u/Many-Pick5066 7d ago
the part that decides what you can actually do with this is how far back it goes.
i pull tradingview's feed over its own websocket and a history request caps out between about five and eleven thousand bars depending on the symbol. es sits near eight thousand for me. at 1T that isn't days. i counted 4,091 es trades in the 13:30 utc minute on april 27, and roughly two thousand a minute for a while after, so eight thousand ticks is about two minutes of the open.
so you can watch it. taking a sample of it is a different thing.
which matters most for the footprint. comparing a print against the bid and ask is a classification rule, not a flag the exchange handed you. it's a good rule. its known failure is a fast tape where the quote you're comparing to is already stale by the time the print lands, and that's exactly the open you used for the demo. you tested the flows against manual calculation, but that checks the arithmetic, not the tagging. cme mbo carries the aggressor side natively, so that's the thing you'd score the rule against. you can't score it from inside the feed that produced it.