does anyone have a code to plot footprints? I remeber asking this several years ago, then it was not possible to code. But now i saw one in the marketplace-
I’m not a specialist of volume/marketprofile, but I think it uses 1-tick chart in order to extract bid/ask volumes exchanges on each ranges of price, since we do not have access to orders book with code.
for future reference: https://market.prorealcode.com/?s=footprint&post_type=product&title=1&excerpt=1&content=1&categories=1&attributes=1&tags=1&sku=1&orderby=date-DESC&ixwps=1