Aggregate VPVR [CE]
Aggregate VPVR
Aggregate Volume automatically fetches and aggregates futures volume data from multiple exchanges such as Binance, OKX, and Bybit -- for any crypto asset, and highlights the volume bars that exceed a user-defined threshold.
Using this logic the CE team have put together a new VPVR script that uses aggregated data to produce new profile. The tool takes a fresh look at the VPVR usage by highlighting the VA in the ratio of contribution to volume by each exchange.
Each exchange is toggleable so users can view data related to the exchange and aggregate as needed e.g.
Customizable widths:
5 %
Customizable widths:
35 %
Additional customizations include ticksize, above is 10 ticksize, below is an example of 5 ticksize for increased granularity:
Finally the benefit of this vs traditional VPVR is seeing exchange participation at high volume levels across available assets.
Aggregate Volume automatically fetches and aggregates futures volume data from multiple exchanges such as Binance, OKX, and Bybit -- for any crypto asset, and highlights the volume bars that exceed a user-defined threshold.
Using this logic the CE team have put together a new VPVR script that uses aggregated data to produce new profile. The tool takes a fresh look at the VPVR usage by highlighting the VA in the ratio of contribution to volume by each exchange.
Each exchange is toggleable so users can view data related to the exchange and aggregate as needed e.g.
- Binance + bybit
- OKX + bybit
- Binance + OKX
Customizable widths:
5 %
Customizable widths:
35 %
Additional customizations include ticksize, above is 10 ticksize, below is an example of 5 ticksize for increased granularity:
Finally the benefit of this vs traditional VPVR is seeing exchange participation at high volume levels across available assets.
เอกสารเผยแพร่:
Updated default ticksize to 10
เอกสารเผยแพร่:
Data fix