CTS volume aggression chart

April 18th, 2014, 08:48 AM

Does CTS have the ability to chart cumulative aggressive volume differential (offers lifted minus bids hit)? The chart would be a line chart with a data point every x minutes, where x is chosen by the user (just like candle charts).

The chart is simple to create if you have access to the tick data, but i'm not sure if CTS offers this?

April 18th, 2014, 09:34 AM

also, if this type of Cumulative Volume Delta / Differential chart does not exist as a preset, does CTS provide the raw tick data through their API so that i can create it myself?

April 18th, 2014, 01:43 PM

You can also try asking here:

CTS T4's Brian Murphy (Director of Business Development) - Ask Me Anything (AMA)

Brian Murphy, the Director of Business Development at CTS, will be monitoring this thread so that he may answer any questions that you post here relating to CTS products and services.

Please keep in mind that some customer service/technical support issues …

Mike

CTS volume aggression chart

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CTS volume aggression chart