Bid and ask size indicator

tevp

New member
Can anyone help me with a script that can show me current bid size of stock at a certain at that moment of price ,that can be compared to how many market sell orders are present to fill the bid size. Also vise versa also show the limit ask size at that moment of time compared to market orders size that are marketing in to buy at that price. What I'm looking to see is are there more market order size to sell compared to the bid size to buy and are there more limit ask order size compared to market order size. I want the data to show numbers so I can see differences in them
 
Solution
This data is not made available to ThinkScript scripts by ToS. You can see some data in the Active Trader panel, and changing the steps in that window can aggregate data. See below (note price change between steps -- changed using the + / - magnifying glass tool on the active trader panel)
WyJABHL.png
xpollGP.png


-mashume
This data is not made available to ThinkScript scripts by ToS. You can see some data in the Active Trader panel, and changing the steps in that window can aggregate data. See below (note price change between steps -- changed using the + / - magnifying glass tool on the active trader panel)
WyJABHL.png
xpollGP.png


-mashume
 
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