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Date/Time: Tue, 07 May 2024 02:41:51 +0000



Post From: Time And Sales Aggregated Volume At Millisecond Intervals

[2019-08-23 11:35:55]
mommed.imam - Posts: 13
Hello,

I am kindly asking, how can I aggregated time and sale volume by type ( Bid volume separated from Ask volume) at millisecond intervals, for example, I would like to aggregate time and sales volume at 10 ms intervals, and shows that aggregated volume as study sub-graphs values in real time, could you please help? Thank you!

Best regards, Sami.