Is there a means of knowing how many orders (not volume) are hitting the Bid, and how many orders are hitting the Ask?
This could also be called a Trades Counter.
This could also be called a Trades Counter.
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Hello goodknight777,
There would not be a way to see how the volume applies to individual orders with the data that is provided. You can see the volume for ask/bid using OnMarketData, you can also see the volume at given prices using the orderbook which is level 2 data but there is no breakdown as to which orders provided that volume.
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