Ask/Bid Volume Difference Displayed as Numbers

58LesPaul

New member
Hello, I'm looking for an upper study that plots bid and ask volume difference as numbers above and below the chart bars in relation to price swings like Weis Wave. So on the swing up, the Bid/Ask numbers will be above the bars but if ask trades are greater than bids it would show a negative number. On down swings if bids are greater, the number will be positive but under the bars.

I've attached a chart from Sierra Chart which shows this.

Thanks

Bid volume - ask volume on upswings and ask volume - bid volume on down swings.

I think that is what I’m looking for. In up swing if bid volume is more than ask volume then the number would be positive. If ask volume is greater then the number would be negative.

Just the opposite on downswing’s.

Thanks
 

Attachments

  • ESU23-CME[M] MESU23-CME [CBV][M]  5 Min  #1 2023-07-07  06_03_04.769.png
    ESU23-CME[M] MESU23-CME [CBV][M] 5 Min #1 2023-07-07 06_03_04.769.png
    55.9 KB · Views: 234
It is not possible to access bid / ask volume on the ToS platform.
The ToS data feeds do not carry that information.
 
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