Forum: Traders Hideout
January 26th, 2019, 05:14 PM
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Replies: 32
Views: 26,243
Re- Microstructure
Hi,
If you are looking to differentiate adds vs. cancels vs. transactions I can point you in the right direction. The Update, Add, Remove status has nothing to do with cancels vs. adds. This...
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Forum: Traders Hideout
January 15th, 2019, 08:39 PM
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Replies: 32
Views: 26,243
There are some things that work but....
From what I have seen, everyone is looking at the wrong things. Transacted volume, level 2 and even level 1 volume needs more context to be helpful. I have never seen a software company, indicator...
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