Could you add a top limit for the volume filter so that there is a “from” and “to” on the size? The idea is to have two tick streams open, one for smaller orders with an upper limit on the number, and another for larger orders with a lower limit on the number. Maybe there’s an alternate way to accomplish this–I’m not aware.
Agree with this. I like to have 2-3 tick streams of various filters, but the “larger sized” filters will always show up in my smallest one.
TickstreamModule1: Filter size 1-10
TickstreamModule2: Filter size 11-25
TickstreamModule3: Filter size 26-50