Do not display volume in the chart, which is in the cumulative delta, why?

Modified on Thu, 18 May 2023 at 04:50 PM

Because the cumulative transaction consists of a series of prints, which have a DIFFERENT execution price. In the TAPE the price of the first print in the chain is displayed. In other words volume of the cumulative trade is smeared out on several levels, that’s why the values in the histogram increase at different price levels, and in the tape it is shown like one print.

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