Support Board
Date/Time: Mon, 27 Oct 2025 22:12:02 +0000
Post From: Some way to calculate the average order size hitting the ask / bid?
| [2018-05-09 16:09:45] |
| 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 |