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Available indicator computation timeframes
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Available indicator computation timeframes
I wish to build an Indicator that monitors bid/ask size. Am I limited to snapshots at bar OHLC, or a snapshot at last trade?There shouldbe a way to monitor these data points in real-time the same way SS orders are.Tags: None
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It is possible to monitor real-time bid/ask data however this capability we do not provide technical support for this since it is not a publicly exposed feature at this time. If you are a proficient C# programmer, you can figure out how to accomplish this by reviewing the @VolumeProfile.cs indicator's source code.
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