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Date/Time: Fri, 04 Jul 2025 09:38:45 +0000



Post From: Bid Ask Volume Filters

[2015-08-06 07:37:20]
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.