Support Board
Date/Time: Mon, 08 Sep 2025 21:06:34 +0000
Post From: create an indicator
| [2025-07-31 18:00:16] |
| liabsolucap - Posts: 3 |
|
Hello, I’m in the process of hiring a software developer to build indicators, and I have a question to see whether your platform can meet our needs. Assuming we will be using the API, is there a way to build an indicator that takes into account whether an order was executed at the bid or at the ask? In other words, would it be possible to collect tape data, order by order, and more importantly, to know for each order whether it was executed at the bid or the ask? This is essentially what the cumulative delta does, but I’ve understood from other platform providers that the data is often consolidated. However, we really need to know, for every line printed in the tape, whether the order was executed at the bid or the ask, and of course be able to extract that data to build specific indicators. Looking forward to hearing from you. Best regards. |