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Date/Time: Wed, 27 Nov 2024 04:31:43 +0000



Post From: Custom studies advise

[2023-09-26 18:56:16]
User887126 - Posts: 66
Hi SC team,

What is the best way to get a subgraph of how many orders are cancelling on bid and offer side?

Ex: There are 200lot inside bid for NQ at 10:00am and at the next time increment, it is only 150. i want to be able to output the quantity of the cancelled orders (50 in this particular example) and send it to my custom study.

please advise.