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cumulative running total of futures contracts

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  • cumulative running total of futures contracts

    Is there something to construct for example a line which is a cumulative running total of the number of ES contracts trading at the offer minus the number trading at the bid.

  • #2
    This question is similar to the CVD...but i've read all the information on the site on Volume...there was NO answer !

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    • #3
      My apologizes...it seems to be okay !

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