do you mean, for a future market, about getting a split of the volume (and also cumulative delta) being traded based on the size of each individual transaction (considering that trades with lower size would represent the "retail" traders and that higher trade size would be inytiated by the "so called" institutional/commercial players?
If so, one needs to use the "volume size" filtering features of Investor/RT, as detailed in this video
HI David,
do you mean, for a future market, about getting a split of the volume (and also cumulative delta) being traded based on the size of each individual transaction (considering that trades with lower size would represent the "retail" traders and that higher trade size would be inytiated by the "so called" institutional/commercial players?
If so, one needs to use the "volume size" filtering features of Investor/RT, as detailed in this video
https://www.linnsoft.com/videos/volume-filter
Eddy