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Order flow

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    Order flow

    Hi, has anyone ever written indicator to display the removal/insertion analysis of DOM level 2 bid/ask ladder ?

    I am looking for an indicator that can display how many bids or asks get pulled or added visually with some alerts if big orders are pulled or inserted...

    Sample code for something that can be used as a foundation for this is also welcomed, as I can try to develop it. thanks

    #2
    ssg10, have you seen the sample titled creating your own level II data feed? That should be a great starting point for your project.
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