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Now i'm writing my own strategy using Ninjascript. I would like to ask is it possible to get bid and ask data of a bar for each price level? I meach each price level inside one bar.
Thank you in advance!
Can you help answer these questions from other members on NexusFi?
there is software already with actual trade data in the bar of actual settlement trades at every price , look into orderflow analytics that might be what you are looking for
