DislikedQuestion for RyuRyu or RickM: 1. Do you analyse also Orderbook (DOM) or only Time&Sales (level 2 data)? Do you think that Orderbook (DOM) data is reliable and effective? 2. Is Binance a good source for trading data? Thank you in advance. Best regards.Ignored
For now I'm using only recent trades data to get volume and compute the delta. I mean in algo trading.
But on bybit the "walls" works just perfect. So it is 100% necessary to analyze and use orderbook too (to see limit order walls).
Binance is not so good as bybit. Looks like they are cheating with "tick" data. Bybit, bitfinex - these are just great.
Observer effect
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