kScript Access to Price-Level Order Flow

Access to bid volume, ask volume, and delta at each price level per bar - enabling footprint-based indicator development in kScript.

since the kScript v2 buy_sell_volume() function only gives aggregate buy/sell volume per bar - it doesn't break down volume by price level within the bar, so it would be nice to have a data source function to gather bid,ask, delta per any given tick.

Upvoters
Status

In Review

Board
πŸ’‘

Feature Request

Date

3 months ago

Author

An Anonymous User

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