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    Bar information

    Hi
    I'd like to run through each bar and get information for each price level, eg. bid/ask volume # of ticks and make some calcs on it.
    do you have some scripts i can use as example?
    thanks in advance

    #2
    Hello victorsmith,

    The AdvanceDecline indicator builds a simulated ^ADD using 1 tick data from ^ADV and ^DECL. You could instead add a 1 tick ask and bid series of the same instrument.
    NYSE Advancing Issues/Declining Issues Uses historical tick data to calculate the ^ADV index minus the ^DECL index to give a simulation of the ^ADD index. Requires a data feed that supports indexes and provides data for the ^ADV (NYSE Advancing Issues) and ^DECL (NYSE Declining Issues). Update June 16th, 2020 – Corrected stroke attributes to […]


    The forum link below may also be helpful.



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