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track the bid/ask volume changes in DOM

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    track the bid/ask volume changes in DOM

    Does anyone know the formula to track the changes on the Bid and Ask volume in the DOM? not the change to the accumulation of all bid/ask volume, the changes of bid/ask volume in DOM at same price level over time.

    -Thanks

    #2
    Have you looked into the Volume Zones and Volume Profile indicators we provide per default?
    BertrandNinjaTrader Customer Service

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