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. The
system generates trading indicators in real time, without the
time lag associated to traditional technical analysis indicators. The method and system can also generate trend indicators based on analysis of volume accumulation, and defines trading indicators based on maximum volume prices.