Can we see in OnMarketData() the amount of volume hit the bid and how much hit the ask? That would be useful to develop something like this.

YouTube - Delta Divergence Indicator

shodson 

Can we see in OnMarketData() the amount of volume hit the bid and how much hit the ask? That would be useful to develop something like this. YouTube - Delta Divergence Indicator

shodson,

Already done by volume size. if you want total bid and ask volume in one indicator, set "less than" indicator to 10,000.

RJay's Total and Delta Volume Splitter Suites Hi Everyone, First I would like to say I am very grateful for this web site and the trading info contributions made by its members. I have recently completed my volume splitter projects and have decided to share them with you. With these indicators, …

I'm working on a tick Delta and Total indicator now.

RJay