Abstract: A method and system for providing trading volume information of selected market traded securities compiling aggregated volume of transactions executed within each pre-selected price bracket for each pre-selected discrete time interval. The data is displayed using price-volume bars incorporated into a price-volume chart. In this manner traders can compare the relative volume of transactions occurred at substantially narrow price brackets for each discrete time interval.

Abstract: A method and system for providing trading indicators for selected instruments traded in a market such as stocks, currency contracts, bonds, commodities contracts, options contracts, and futures contracts. The method and system create trading indicators using Time and Sales data as provide by exchanges or financial data providers. The method comprise parsing time, price and volume of individual transactions into a collection of volume per price bracket per time interval quantities, wherein each quantity is an aggregate volume of transactions executed during one of a set of sequential time intervals and executed at prices within one of a set of price brackets. The method generate trading indicators by using mathematical algorithms to score individual volume per price bracket per time interval quantities corresponding to an evaluation time interval against a population of individual volume per price bracket per time interval quantities corresponding to a set of previous time intervals.

Abstract: A method and system for providing trading volume information of selected market traded instruments compiling aggregated volume of transactions executed within each pre-selected price bracket for each pre-selected discrete time interval. The data is displayed using price-volume bars incorporated into a price-volume chart. In this manner traders can compare the relative volume of transactions occurred at substantially narrow price brackets for each discrete time interval.