Thanks in advance your willingness to help others with TOS programming.
I trade ZN futures with level II Bid/Ask screens. I am interested in Depth of Market (DOM) Accumulated Volume (ACV) ratios.
For example; when the fifth position from the price the Bid is 600> and the Ask in the same position is 185>.
I would like to track the ratio some way along with the price paid at Bid/Ask.
My goal would be to pick up on the actual buy/sell volume in relation to the DOM to see where large traders are pulling the price.
Some big traders use the yeald curve to spread trade so knowing where big blocks of interest is may be helpful. I'm not sure what "hooks" are avalible to grab the info in level II area in TOS.