Support Board
Date/Time: Thu, 28 Nov 2024 06:46:47 +0000
Post From: how to see total bid and ask volume for each price of a candle
| [2023-06-02 08:06:49] |
| af_99 - Posts: 22 |
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It sounds like you're thinking the right way in general. I think you might really enjoy my talk on Saturday, try to make it if you can. Or just register even if you can't since it will be recorded. Done.Actually I agree with you in everything... just one thing I don´t undersand: I'm more interested in total delta at price, and from that I can tell if it's passive limit orders, or aggressive market orders total delta at price only reflects aggresive buyers/sellers, isn´t it? How do you know then if they are "passive limit orders"? You have to use DOM to do that, isn´t it?On the other hand, don´t you think it's more interesting to measure delta in diagonal bid/size and not in the same price point? I mean, the difference between bid in a price level and ask in the same price level+1tick, better than the difference between bid and ask at the same price level. Really interested in your opinion. DM if you don´t want to explain here :) Date Time Of Last Edit: 2023-06-02 08:08:35
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