Is it possible to programmatically access Level II depth-of-market data?
I would like to create an indicator and strategy that obtains the data in the 'Level II' window in NT8.
Q1: Are there sample indicators / strategies that show how this is done?
Q2: Is there a stock indicator that exists that 'flattens' the level II data into one value for buy strength and the other for sell strength?
Thanks for the awesomeness!
Jean-Pierre
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