I am looking for a tool that will analyze the time and sales and will give me the precentage of 200 lots traders and higher or 50 and more (for example).
could someone help me with that?
thanks a lot
This post has been selected as an answer to the original posters question
I personally think that with the existence of iceberg orders the tracking of high volume trades is more difficult. But with Market Delta using a footprint chart or the footprint bar statistic you can do that.
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