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Date/Time: Thu, 02 May 2024 02:44:48 +0000



Post From: Order flow chart

[2013-07-12 00:33:19]
User49356 - Posts: 9
How do I construct a chart which gives me an order flow footprint with filled orders and also what kind of Bid/ask activity is coming down?

I have constructed a makeshift chart with number Bars (D1), Volume bid ask and Volume weighted Avg price. This gives a footprint of Bid ask Vol but it doesn't tell me what big orders (buy or sell ) are coming down the pike.

Any suggestions would be appreciated.