Support Board
Date/Time: Tue, 26 Aug 2025 07:02:50 +0000
Post From: Data calculation by every tick
| [2025-08-11 11:01:23] |
| DFromeaux - Posts: 17 |
|
Hi, I think the best way to do this is to access the intrabar volume using the function: sc.VolumeAtPriceForBars
This way, you can retrieve the Bid and Ask for each price and either calculate the delta per price level for each bar or sum all the bids and all the asks to calculate the delta for the entire bar. Here is the documentation: ACSIL Interface Members - Variables and Arrays: sc.VolumeAtPriceForBars |