Support Board
Date/Time: Wed, 17 Sep 2025 14:11:18 +0000
Post From: Depth of Market Data plots
| [2022-10-24 20:28:41] |
| Rickty - Posts: 35 |
|
Is there a way to plot the historical values of the bid/ask sums shown in the "Depth of Market Data" indicator? I use tick data but would be happy to plot these values on other data samples/time frames. Currently when I add this indicator to tick data charts for ES, for example, I see bids and asks plot along the right margin of the chart as expected and there is a summary plotting on the chart itself above and below price showing both (1) the number of contracts on offer in red above the price/bids in green below the price and (2) the percentage of the total (bid+ask) that each side represents. I would like to graph these two values over a few days if possible? Currently these values plot only as of the most recent tick only. |