Hoping someone is willing to hold my hand through this a little.
I searched through threads but wasn't able to find info on this specifically. Read the comments/annotations in the actual code too and I couldn't identify specifics. It's beyond my coding abilities. :stickyman:
Please Help:
What I'm looking to do is be able to read the actual amount of buying and selling at each individual price level. Say in the previous bar at a price of 46.55 there were 12 buyers and 6 sellers, 46.56 had 3 buyers and 12 sellers, and the high of 46.57 had 10 buyers and 20 sellers, I would like to be able to pull that information. Specifically those values on the bid and ask sides, INDEPENDENTLY of one another.
I noticed in the comments that you can pull total volumes ("Print(lad2.Sum);") and references to cells[priceTick] that seemed to be in the right ballpark but I can't get any further.