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Date/Time: Sun, 02 Feb 2025 00:42:13 +0000



Post From: Extracting sums of bid ask volumes only from Range 3 value

[2019-08-10 10:19:50]
Ackin - Posts: 1865
How do I extract only the bid x ask of Range 3 values and sum it up in two rows for a respective 5 min bar?
Your question is not clear to me, working with volume is not difficult and I can do it to you, but I need to know what you need.



thanks. Lastly, is there a study to sum up a value of session bid vs ask? Example total for session = -11000 contract

Try this:
Cumulative Sum of Study
one for Ask + One for Bid

and then
Study Subgraphs Subtract/Difference

Other way:
Cumulative Delta Bars - Volume