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Direct MessagesDate/Time: Fri, 03 May 2024 06:48:30 +0000
Post From: Limiting Depth Levels for Time and Sales Total Ask/Bid Size Depth Studies
| [2019-03-29 23:51:12] |
| User29419 - Posts: 14 |
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Because the calculation is based on the order book, not actual trades, it won't work in replay. The sum will only be visible when the market is open and there are orders showing in the DOM.
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