I am trying to understand how to go about making my own volumetric type bars. I've been reading through the BarsType/ChartType pages and I don't see how I can create a bar type that contains data points besides OHLC & Volume. Is this possible? Is there documentation or a sample somewhere I can look at to see this in action?
(For instance, if I am trying to display the order flow imbalances per price level).
Comment