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I'm trying to get the cumulative market depth from the order book and chart the cumulative bids and cumulative offers. Is there already an indicator that does this?
Can you help answer these questions from other members on NexusFi?
Thanks for the super fast reply Mike. To be more descriptive, I would like to chart only the real-time Cumulative Bids and Cumulative Offers separately from each other. Is there anything that can do just that?
So for instance, if the Cumulative Bids on the ES order book are 5000, can I use the GOMCD or some existing indicator to tell me that number?