Identify Candle with Highest Level 2 Transaction Activity

[shakib3585]

Hello All,

I am requesting a thinkscript showing which particular candle (at any aggregation)) had the highest transaction activity at Level 2. Can anyone please help with a thinkscript?

Thank you very much

 

[rad14733]

Thinkscript does not offer us the ability to access historical Level II data so your request is not possible within the TOS platform...

 

[shakib3585]

Thinkscript does not offer us the ability to access historical Level II data so your request is not possible within the TOS platform...

thank you @rad14733 . Is it at least possible to draw a block that shows the extent of buying/selling at a particular candle. The higher the transaction, the longer the block

 

[shakib3585]

Thinkscript does not offer us the ability to access historical Level II data so your request is not possible within the TOS platform...

more of like a prominent demand/supply zone with green and red cloud, respectively

 

[halcyonguy]

thank you @rad14733 . Is it at least possible to draw a block that shows the extent of buying/selling at a particular candle. The higher the transaction, the longer the block

no. there is no buy or sell data available. only volume.

maybe you can use this somehow,
TradeVolumeIndex() uses a difference in closes and volume to approximate a running total of volume flowing in and out of a security.
https://toslc.thinkorswim.com/center/reference/Tech-Indicators/studies-library/T-U/TradeVolumeIndex

 

[shakib3585]

no. there is no buy or sell data available. only volume.

maybe you can use this somehow,
TradeVolumeIndex() uses a difference in closes and volume to approximate a running total of volume flowing in and out of a security.
https://toslc.thinkorswim.com/center/reference/Tech-Indicators/studies-library/T-U/TradeVolumeIndex

Thank you @halcyonguy