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.
In Review
Feature Request
3 months ago

An Anonymous User
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In Review
Feature Request
3 months ago

An Anonymous User
Get notified by email when there are changes.