RS: Footprint

This is live only Footprint indicator.

Warning: TV does not provide tick by tick data and updates come in snapshots. Based on this, this indicator can never show precisely what is happening on the bid/ask. What it shows is only an approximation that works well enough if the tape is not too fast.

Use it at your own risk, with the warning above in mind!

Footprint can be used in two modes:

• Delta - with bid/ask delta numbers on the left, at the same price level and the total volume numbers on the right
  
• Bid vs Ask - with the bid on the left and the ask on the right; the coloring is based on the diagonal difference
  

Zoom in to fit the candles; optionally hide default candles.

הערות שחרור:

Minor cleanup

הערות שחרור:

Naming