Bid/Ask Volume

Donovan2580

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Sep 13, 2020
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There is probably an easier way to do this, but I look at 30 minute candles with the Volume Imprint study switched to Ladder.

When I hover the mouse over a bar I get a window that displays that information. The top half is for the specific price, and the bottom half is for the entire bar.

Hopefully that will help a little :)

Bid Ask.png
 

igor.s

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At the bar level you would get an aggregated volume. You may want to look at the Tick level and calculate from the 'raw' data. The MW team was kind to share sources of their studies. Take a look at the TPO study for an idea how they calculate what you need.

cheers.
 

vinluvie

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Where I can the sources of the TPO studies? It would be fantastic to see them as example
 

igor.s

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vinluvie

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it no longer has the TPO study, is there a way you can share that? thank you in advance
 
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