Support Board
Date/Time: Thu, 23 Jan 2025 21:36:49 +0000
Post From: market depth data
| [2018-12-05 16:01:57] |
| natanibz - Posts: 138 |
|
Really what you are looking for is done by the Numbers Bars study:
In numbers bars i can see ask and bid volume and trades, but i can't know which trades are limit orders and which trades are not limit orders. Therefore, is it possible to know, using market depth data, which inserted limit orders then become trades? (to see in the chart, in the market depth historical graph, only inserted limit orders that have been executed) Thanks |