To speak more specifically, inside level 3, there are lists of rundown prices that show at what price the trade has been executed at (Time and sales). First, I would like to calculate the difference between the new price and the last price that appears below it, i would like to do this for each row of new price that appears in level 3. Second, to sum these differences together. Thirdly to show the sum of these differences as a set of 1 minute. Please look at the attachment to see real example.
I am currently trading in ThinkOrSwim platform. So if you can do coding inside this platform to make this happen it would be great.
Any question you may have, i am open to hear it.
If you are interested in taking this job, please let me know the offering price.