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Volume Delta

815 bytes removed, 15:02, 26 November 2012
#** If the current tick price is between ASK and BID prices, than the volume is recorded either to BUY or to SELL volume depending on what was the last recorded volume.<br><div style="background-color: #E5F6FF;">'''Example''': If a new tick comes with a price higher or equals current ASK tick price and its volume is recorded as BUY volume, and then another tick comes with a price that is between ASK and BID prices, the volume is recorded also to BUY volume.</div>
#: <div style="background-color: #E3FBE5;">'''Note''': When you plot Volume Delta chart, take into account that it doesn't matter what resolution is selected, additionally MultiCharts will request '''historical tick ask''' and '''bid''' data from your data source for the specified in chart settings data range, if '''Ask Traded vs Bid Traded''' is selected. </div>
#: <div style="background-color: #E3FBE5;">'''Important information''': The logic described above is for data collected in real-time. The following logic is used for historical plots. '''Example''': Assume there are 3 historical trades, 9 historical bid quotes and 12 historical ask quotes. All of them have the same timestamp. To find out which historical asks and bids were used to generate the trades, they are all divided into 3 equal parts (because there are 3 trades). the first “batch” there are 3 asks, 1 trade and 4 bids. The most recent ask/bid matching the trade price is considered to be the price where the trade was made. If ask price is considered for the fill, then the trade’s volume goes to BUY volume. If bid is considered for the fill, then the trade’s volume goes to SELL volume.</div>
# Select '''Show Volume as''':
#* '''Bid x Ask Volume'''<br><div style="background-color: #E5F6FF;">'''Example''': '''0x56''', where '''0''' is SELL volume and '''56''' is BUY volume. </div>

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