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I would like to track the real time intraday up volume (at ask price)
versus the down volume (at bid price) in the Dow e-mini future contract
YM. I see the function Getrtdata() can return ask & bid prices to
compare with the last trade and trade volume. I am using the IB data
feed and trying to understand how it handles sending the price and
volume data. If anyone has done something similar to this or can offer
afl suggestions, I would greatly appreciate it.
Thanks,
Joe
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