@rakeshr An order flow chart will show you exactly how many buy and sell market orders were executed at each price level. I am looking to write an algo based on the information received in each tick. Please guide me on this if possible.
Currently, we don't have an order flow chart or order flow fields in the websocket. You will have to calculate this at your end using Websocket tick data.
An order flow chart will show you exactly how many buy and sell market orders were executed at each price level. I am looking to write an algo based on the information received in each tick. Please guide me on this if possible.