Pull full order book into thinkscript


New member
I was looking through the thinkscript functions and couldn't find a way to do this. I am looking to average the entire order book for each side. Eg. If the ask side was 6x100, 5.5x10, 5.3x5, the value of the custom study would be 5.92. This would be for both bid and ask. Would this not be possible because the order book isn't saved over time? Or can thinkscript just not do this? My goal is to see if this would be an effective way to look at market sentiment and predict momentum. Thanks!

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