Pending Limit Orders

Hello,

Please explain your question.

Hello,

The representation of limit orders is used in some software on the market (see multiple video tutorials).

The representation of pending LMT orders is done using a classic horizontal histogram with the choice of time. This function could be added to Volfix (personal profile, classic profile, etc.).

Volfix uses clusters, in particular the double cluster. We could represent these "quote counters" via the double clusters, several possible choices, the "frame", the "separator", figure at the top bottom of the cluster such as the max and mini delta, etc.). Other possibilities exist.

Another choice, the "Vertical histogram".

Some ideas to test with the data.

Kind regards.

Nothing to do with pending limit orders, "hidden ticks". Unless I am mistaken, we do not know the nature of the result, buyers or sellers and how many?

Hello.

I still don't understand your question clearly.

Did you try Heatmap DoM indicator?

hello, yes i know Heatmap. My idea was to represent pending limit orders in a cluster like for volume or delta and per unit of time. Thanks.

Hello.

Only Heatmap is possible.