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Date/Time: Mon, 20 May 2024 01:15:51 +0000



Post From: Req: Best Bid/Best Ask Study

[2019-01-09 17:10:42]
User946584 - Posts: 4
Hello,

I would like to know if you have a study that allows to show within a bar, how many market orders were executed on both bid and ask separately. (hit the bid or lifting the offer)

Indeed, all the current studies just seem to have the total volume (= market order + limit orders) of both bid and ask side.

Otherwise, the current features won't allow me to know wether the sellers or the buyers were more aggressive within a specific bar.


Thanks for your help