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Date/Time: Mon, 06 May 2024 23:59:15 +0000

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

[2023-06-02 08:06:49] Link To Thread - Link To Post [Go To First Post]
af_99 - Posts: 22
It sounds like you're thinking the right way in general. I think you might really enjoy my talk on Saturday, try to make it if you can. Or just register even if you can't since it will be recorded. Done. Actually I agree with you in everything... just one thing I don´t undersand: I'm more interested in total delta at price, and from that I can tell if it's passive limit orders, or aggressive market orders total delta at price only reflects aggresive buyers/sellers, isn´t it? How do you know then if they are "passive limit orders"? You have to use DOM to do that, isn´t it? On the other hand, don´t you think it's more interesting to measure delta in diagonal bid/size and not in the same price point? I mean, the difference between bid in a price level and ask in the same price level+1tick, better than the difference between bid and ask at the same price level. Really interested in your opinion. DM if you don´t want to explain here :) Date Time Of Last Edit: 2023-06-02 08:08:35