Support Board

Date/Time: Thu, 02 May 2024 23:25:35 +0000

Post From: Some way to calculate the average order size hitting the ask / bid?

[2018-05-09 16:09:45] Link To Thread - Link To Post [Go To First Post]
Cavalry3162 - Posts: 523
hello SC, is there a way to calculate the avg size hitting the ask or hitting the bid for the last x seconds or so? i was playing around with bid volume but that is 0 when a trade occurs on the ask side.. so is there something better? thank you, Andreas