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Date/Time: Sun, 12 May 2024 19:55:07 +0000

Post From: Bid Ask Volume Filters

[2015-08-06 07:37:20] Link To Thread - Link To Post [Go To First Post]
User78442 - Posts: 260
Hi, I'm looking to do some studies that look at the Bid and Ask volumes but I want to look at two types of study; 1) Filter out trades above a threshold - Only smaller trade sizes 2) Filter out trades below a threshold - Only bigger trade sizes Any ideas? The standard Bid/Ask Volumes don't have any filters.