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yes you can, although it depends a bit on the program you are using. If you are looking to do it Tradestation the answer it can be done to some extend. In Multicharts it is more convenient, but will only work with datafeeds coming from brokers.
TS is great in many ways but this isn't one of them as others have stated. If you are looking for order flow or footprint charts or MP then its best to run not walk from TS. I keep it around for more of the basic tasks and charting because it is great for that.
