thankyou .... wonder how many other values need reassembling
Thanks, I am not sure and I don't think we are retail traders get enough information in the stream to know what orders are split and simply have different time stamps. Statistically, if you get a few orders at the same exact time stamp, it is likely the same market player. This will at-least help find "BIG PRINTS" which are being hidden by splitting up the orders.
If you know of other ways to tie orders together let me know and I will see what I can do.
thankyou ..
THAnk you making this
I’m trying to leverage this bar type for a custom indicator. I’m basically trying to obtain the volume values that are produced using this bar type to “reconstruct” the tape. Jigsaw and other “reconstructed tapes” almost have identical values as the values that are being produced using this bar type. There is not “magical” reconstruction of the tape. All that these guys are doing is summing the trades with the same time stamp.
How can I call this bar type in an indicator? It doesn’t seem to be the option as a bar type for some reason in ninja script.