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Bellingham, WA USA
Experience: Beginner
Platform: NT
Broker: Mirus (Broker), Continuum (Data), Dorman (Clearing)
Trading: Futures
Posts: 202 since Mar 2013
Thanks Given: 428
Thanks Received: 202
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Howdy; I know this reply is dated, but I just came across your thread. I, too, was looking to grab individual trade data to create a custom indicator that used a time-sequenced log of trade volume and price (in my case, a true MFI instead of an averaged MFI, which is what the TOS MFI is). I emailed TOS tech support, and they confirmed that I can only VIEW trade data via the "Time and Sales" tab...and that I cannot use the trade data in an indicator.
I know this is not what either one of us wanted to hear. If you are still active, what did you end up doing? Were you able to find a time-sequenced trade data stream of volume and price to do what you wanted to do? If so, would you be willing to either PM me or reply to this thread?
Thanks! 
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