Support Board
Date/Time: Fri, 04 Jul 2025 13:42:18 +0000
Post From: Time And Sales Aggregated Volume At Millisecond Intervals
| [2019-08-23 11:35:55] |
| mommed.imam - Posts: 13 |
|
Hello, I am kindly asking, how can I aggregated time and sale volume by type ( Bid volume separated from Ask volume) at millisecond intervals, for example, I would like to aggregate time and sales volume at 10 ms intervals, and shows that aggregated volume as study sub-graphs values in real time, could you please help? Thank you! Best regards, Sami. |