I'm looking for an indicator or two.
Is there any indicator that shows how many resting ontracts and counts(ticks) are on order book (bid and ask side) ?
Also the above data in cumulative setting so it can be shown on a given period such as a 5 minute bar.
I searched the whole forum and there was a trace of similar indicator called "cumulative bid/ask in 2007 but the actual indicator was removed from the thread.
Thanks.
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