Date/Time: Thu, 30 Jun 2022 02:02:37 +0000
Post From: FTX BTC-PERP ask bid volume
|User887205 - Posts: 2|
I noticed you guys recently added support for FTX market data, which is great.
I was wondering though if ask and bid volume has been switched around or something. When I added a Cumulative Delta Bars - Volume study to the chart I noticed it did the opposite of what you would expect from the price action (there will always be some divergences from PA of course, but it also diverged from other exchanges by a lot).
I then added a Multiply Bars by -1 study, basing it on the Cumulative Delta Bars - Volume study. When doing this I get CVD in line with what one would expect and it's similar to other exchanges, and it's comparable to the CVD data from FTX that coinalyze provides.
Is the ask bid volume switched?
Date Time Of Last Edit: 2022-05-14 14:56:35
BTC-PERP_FTX[M] 5 Min #1 2022-05-14 15_09_49.084.png / V - Attached On 2022-05-14 13:13:15 UTC - Size: 44.91 KB - 27 views