Carlos Alberto Rodrigues De Oliveira Santana

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measure cancelations and renewing orders on order book

Hello everybody, Is there any way to measure cancellations and renewals in the order book (market depth)? I say trades cannot be computed, so I want to measure how players are working passive orders, canceling or renewing orders at a certain price level. does anyone have an idea how to do this

"sequential" and "accurate" tick reading

Folks, I am developing a trade system that aims to generate customized symbols based on the selected symbols. For data processing, the analysis is not done on candles, but on the basis of ticks. Therefore, "sequential" and "accurate" reading is very necessary. For this task there are the copyticks