Overview

The tape and chart in one region

The native Time and Sales window needs its own screen space and sits next to the chart. Tape On Chart paints the same tape inside the price chart, top left or top right, so the prints and the bars are in one region and one line of sight.

The study reads the same feed as the window and shows one row per order, with the number of fills next to the size. Prints above a volume threshold get the side-aware background highlight known from the window. The study is saved in the chartbook like any other study and follows the chart's symbol.

Tape rows

Columns

TimePriceVolTrd

10:26:11.1247663.25473

10:26:11.1247663.2521

10:26:10.9877663.0011

10:26:10.9027663.00316

10:26:10.7717663.2552

10:26:10.6407663.0031

Trd the number of fills the exchange reported for the order, the native window's Num Trades. A 47-lot filled in three parts and a 47-lot filled at once can be told apart.
Time to the second, millisecond or microsecond. Microseconds show the order in which a burst of fills arrived.
Highlights two volume tiers, each with its own at-ask and at-bid background, like the native window's volume highlight. Tier one starts at 25 contracts by default.
Optional columns the side as text, the size displayed at the bid and ask when the trade printed, and the bid and ask prices.

Combining

Combine Records

The feed delivers each fill of an order separately. The Combine Records input decides whether the study merges them back into the original order, the way the native Time and Sales window does, or lists every fill.

01Exchange summary trades · default

One row per order, the same result as "Combine into Exchange Reported Original Summary Trade" in the native Sierra Chart Time and Sales window.

02Same timestamp, price and side

Fills that share one exact exchange timestamp at one price and side become one row. In practice these are the fills of one order. This mode also works in Chart Replay.

03Same price and side (consecutive prints)

Consecutive prints at one price keep adding to one row, like "Same Price and Type" in the native window. Useful for watching a level being worked.

04Do not combine

Every fill as the feed delivers it.

The filters follow the native window as well: a minimum and maximum volume per record before combining, a minimum combined volume after it, trades at the ask only or at the bid only, and bid/ask quote rows if wanted.

Study inputs

Settings

Position. Top left or top right, pixel offsets. The panel keeps clear of the price scale and the Chart DOM.
Font. Name, size, bold, row height, and a separate size for the header line.
Columns. Time, Price, Volume, Trades, Side, Bid x Ask Size, Bid / Ask Price, each on or off. Short or full header labels, adjustable column spacing.
Background and colors. Solid or no background. Colors for trades at the ask, at the bid, in between, and for quote rows and headers.
Rows. Up to 200. The tape fills from the stored records when the study is added, rebuilds when a setting changes, and clears on the spacebar.
Symbol. The chart's symbol, or any other symbol open in the same Sierra Chart instance.
Chart Replay. The tape resets at replay start and stop and shows only replayed prints.

Study Settings: Tape On Chart

Requirements

Sierra Chart 2911 or newer. Runs wherever Sierra Chart runs: on a Windows PC (x64 build) and on Windows on ARM, which includes a Mac running Sierra Chart through Parallels (ARM64 build). Both builds are included.
A data feed with Time and Sales. Any symbol Sierra Chart shows a Time and Sales window for works. The highlight defaults are ES sizes. Set your own for NQ or thinner markets.
A Chart Update Interval of 100 ms or lower. The panel refreshes at the chart's update interval.
Lock Fill Space recommended. Leave some fill space to the right of the last bar and lock it (Chart → Lock Fill Space), so the bars stay clear of the panel.

Questions

FAQ

How do I get access after buying?

At checkout you provide your Sierra Chart Account Name (Help → About → Account Name / Username). Within 24 hours we add you to the list of users authorized to use the study. Restart Sierra Chart and open the automatically downloaded chartbook. You can also add the study to any chart yourself: Analysis → Studies → Add Custom Study → Tape On Chart.

Is there a trial?

No trial and no subscription. The license is a one-time purchase with a 14-day money-back guarantee. If the study is not what you expected, write to us within 14 days of the purchase and you get the full amount back.

Is it the same as the Time and Sales window?

In data and rows, yes. The study reads the trade feed the native window is built from and combines orders the same way. We checked it row for row against the window on live market data. The settings live in the study, not in the window, because Sierra Chart does not let a study read the window's settings. You set columns, combining, filters and highlights once in the study dialog. The one difference is timing. The window updates per record and the study once per chart update interval. At 100 ms or lower you will not notice it.

Which markets does it work on?

Any symbol with a Time and Sales feed in Sierra Chart: CME futures, other futures exchanges, stocks. The highlight sizes default to ES. On other markets you enter your own.

Does it work in Chart Replay?

Yes. A replay carries no order markers, so the native Time and Sales window combines nothing in a replay. The study gives you a choice through the Combine In Chart Replay input. Choose Summary view to keep one row per order, grouped by exact timestamp, or choose Same as the Sierra Chart tape to see every fill uncombined, exactly as the native window shows it. Live data is never affected by this input.