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Date/Time: Tue, 26 Aug 2025 07:01:03 +0000



Post From: Data calculation by every tick

[2025-08-08 12:28:52]
User358514 - Posts: 12
Hey!

I am working on a study which analyzes the delta(ask-bid) volume dynamics inside of a bar.
What is the most efficient(performance approach) way to analyze the tick-by-tick data inside of a bar?
The chatgpt says there is a "sc.NewVolume" variable, but I can't find any info about it, and it isn't in the headers(at least in my version).

Thanks