CQC column customization
Posted: Tue Dec 15, 2020 11:47 am
Hi,
Currently, the CQC (quotes counter) column displays the number of size updates at each specific price level. I'm wondering if it's possible to have CQC display the number of contracts updated/added at each specific price level, instead.
I know the quotes delta column displays the added/pulled liquidity at each level, but there are two issues for me with how it works:
1) I'd like to see the added liquidity and how and how this added liquidity accumulate in the price level (like the CQC, but with the number of contracts instead of the number of events)
2) the quotes delta resets after each bid/ask price update, which does not help me
Thanks
Currently, the CQC (quotes counter) column displays the number of size updates at each specific price level. I'm wondering if it's possible to have CQC display the number of contracts updated/added at each specific price level, instead.
I know the quotes delta column displays the added/pulled liquidity at each level, but there are two issues for me with how it works:
1) I'd like to see the added liquidity and how and how this added liquidity accumulate in the price level (like the CQC, but with the number of contracts instead of the number of events)
2) the quotes delta resets after each bid/ask price update, which does not help me
Thanks