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Date/Time: Mon, 06 May 2024 12:37:13 +0000



Post From: how to see total bid and ask volume for each price of a candle

[2023-05-29 17:54:12]
af_99 - Posts: 22
Hi,

Let's say I have 5 minutes bars and I want to have, in the spreadsheetstudy (no matter how), the total bid volume and total ask volume (separated, not total both together) for each price that the candle has reached. For example, let's say the candle went from 200 to 201 price, then I'd like to have total bid and total ask for 200.25, 200.50, 200.75 and finally 201. Do you think of any way to achieve it? If I mark the "Output Volume at Price Data" option in the spreadsheet study settings, it gives me the volume but all together, not split into bid and ask.

I have been thinking in lot of ways to try to do that but canĀ“t find any valid solution...

Thank you very much in advance.
Date Time Of Last Edit: 2023-05-29 17:55:54