I would like to know where should I start looking if I want to able to plot the numbers of time the bid/ask volume at different price on the DOM updated during a bar? OnMarketdepth is a good start but i m quiet stuck. Also, since NT7 has a fix 100ms minimum updating chart speed, does it mean that if the DOM ask volume update 20 times in that 100 ms that NT will only see as 1 update or will it see 20 updates? Not talking about trades here, just quotes.
EDITED: oups, wrong Post reply, see in charts
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