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Identify Candle with Highest Level 2 Transaction Activity


Active member
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
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
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.

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