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Direct MessagesDate/Time: Mon, 29 Apr 2024 08:56:03 +0000
Post From: Questions Regarding Volume Profile (volume at price), Session Volume, and Footprint Charts
| [2021-02-26 23:42:43] |
| Kushal - Posts: 9 |
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How do you calculate and differentiate between bid and ask volume for each price level without level 2 data (for the Footprint charts - Number Bars)? I thought that level 1 data only contained total volume and no distinction between bid/ask volume by price?
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