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Date/Time: Thu, 09 Jan 2025 19:24:05 +0000



Post From: Bid Ask Volume Histogram

[2016-08-02 10:07:54]
User513662 - Posts: 90
Thanks for your response and suggestion.

It's not quite what I am after. I am keen to see the total volume bar and then the bid and ask volume which made that bar up. Like what you have except the bid and ask is staked in each other.

For example 200 contracts trade in a volume bar of which 50 were at the bid (red) and 150 were at the ask (green) and the total height is 200.

With your suggestion the 50 would sit behind the 150 and the height would only be 150 making is harder to compare to other volume bars of volume traded at time as you compare the maximum of what traded at bid or ask rather than the total.