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Date/Time: Mon, 25 Nov 2024 02:30:08 +0000



Post From: Volume Threshold At Price V2

[2024-04-12 13:17:34]
User656492 - Posts: 143
I'm trying to highlight each price level where < N contracts have traded on ask side on a numbers bar chart where I'm aggregating ticks.

Example:
NQM4.CME
Tick Size 0.50 (vs. 0.25 default)

sample bar, where N = 5:

I can highlight the x 0 rows, but don't know how to highlight the 29 x 3 shown below.

1 x 11
26 x 24
29 x 3 <---- ??????
24 x 0 <----
11 x 0 <----
12 x 0 <----
20 x 0 <----
1 x 10
20 x 20


How can I do this?

Thanks!