About the Tool
BAS (Bid Ask Sum) is a tool designed for searching and analyzing the dynamics of limit order sum changes.
The search tool is available in the RTT settings window, located in the upper left corner.
Charts
How to Open a Chart
To open a BAS chart, simply click on any ticker in the BAS table or click on the chart icon in the table header.
If you have clicked on the icon and the data is still not displayed - it means there is no data on the ticker.
Chart Menu and Settings
At the top of the BAS chart block, the following options are displayed:
Window Title
Ticker Information:
In Ticker Mode: Exchange icon, exchange name, unified ticker.
In Aggregation Mode: Currency index.
Displayed Range on the Chart (% from the best price).
Toggle Aggregated Data Mode.
Timeframe.
Enable/Disable Synchronization Mode:
Syncs the timeframe with the first (main) cluster chart.
Grid: Choose the number of columns for charts.
Chart Type: Select between displaying one or multiple BAS charts in the window.
Toggle Common Axis for Charts.
Switch Between Displayed Data Types on the Chart.
Chart Types
Bid-Ask Sum
A multi-line chart visualizing value changes (by data type) for each time period within the range.
Bid-Ask Z-Score
A multi-line chart visualizing Z-Score value changes (by data type) for each time period within the range.
Includes a zero line.
Bid-Ask Delta
A line chart visualizing the delta (difference) between bid and ask.
Includes percentile lines:
10% lower percentile
90% upper percentile
Positive Values: Bid value (by data type) exceeds ask value.
Negative Values: Bid value (by data type) is lower than ask value.
Delta/Balance
Delta:
A basic histogram displaying the delta (difference) between bid and ask, shown as green (positive) or red (negative) bars.
Green: Bid value exceeds ask value.
Red: Ask value exceeds bid value.
Scale for changes: Internal (left side).
Balance:
A line chart showing the ratio of bid to ask values:
Above 50: Bid value exceeds ask value.
Below 50: Ask value exceeds bid value.
Values are displayed as percentages.
Scale for changes: External (right side).
Balance Z-Score
A line chart displaying the Z-Score balance value with:
Zero Line (blue)
10% Lower Percentile (red)
90% Upper Percentile (green)
Percentile median line (grey)
Bid-Ask sum (zone)
The multi-zone chart shows the aggregate values of the ranges simultaneously for buy and sell limit orders.
Scales: ranges for buying (bid) - green - from the center and down, and ranges for selling (ask) - red - from the center and up.
Values by bid and ask ranges can be filtered (narrowed) using the slider in the chart header.
Table
Top Menu in the Window
Filter by Ticker, Exchange, and Index.
Synchronization Button for Input Fields.
Displayed Columns Settings.
Data Request Menu.
Visual Table Filters.
Button that opens the BAS charts
Displayed Results / Loaded Results Counter.
Documentation Button.
Ticker Filter
The filter menu helps refine search results by:
Ticker Name: Enter a unified ticker name.
Exchange Type: Select the type of exchange.
Exchange Name.
Indexes of Interest.
Synchronization of Input Fields
Synchronization allows for simultaneous ticker searches across all search tools.
Displayed Columns Settings
All: Toggle to enable/disable all columns.
Currency Index (доступно в режиме агрегации)
Exchange
Unified Ticker
Distance (%): Range distance from the best price
TF (Timeframe)
Отображается при выборе типа данных - объем
Bid Volume in BTC
Avg. Bid Volume in BTC
Bid Z-Score
Ask Volume in BTC
Avg. Ask Volume in BTC
Ask Z-Score
Delta Volume in BTC
Avg. Delta Volume in BTC
Delta Z-Score
Balance
Balance Z-Score
Columns for Limit Count Data Type:
Bid Limit Count
Avg. Bid Limit Count
Bid Z-Score
Ask Limit Count
Avg. Ask Limit Count
Ask Z-Score
Delta Limit Count
Avg. Delta Limit Count
Delta Z-Score
Balance Limit Count
Balance Z-Score
Columns for Change Count Data Type:
Bid Change Count
Avg. Bid Change Count
Bid Z-Score
Ask Change Count
Avg. Ask Change Count
Ask Z-Score
Delta Change Count
Avg. Delta Change Count
Delta Z-Score
Balance Change Count
Balance Z-Score
Bid Start Price: Price at the start of the percentage range.
Bid End Price: Price at the end of the percentage range.
Ask Start Price: Price at the start of the percentage range.
Ask End Price: Price at the end of the percentage range.
Closing Time: Time the bar was closed.
Table Filters
Data Request Menu:
This menu allows you to pre-fetch and filter data based on specific criteria. For example, entering "Z-Score Volume From" with a value of 2.5 will populate the table with pairs whose ranges contain this value.
Aggregation.
Exchanges.
Filters (From/To): Based on the same criteria as in columns.
Timeframe.
Distance (%): Range distance from the best price.
Data Request Button.
Visual Table Filtering:
This feature works only with data already present in the table. If results are insufficient or absent, adjust filters in the "Data Request Menu."
Change Data Type.
Filter by Values (From/To).
Reset Filter to Default Values.
Why the tool does not display data not for all pairs?
BAS provides information about limits, and they are not available on all tickers at the moment. For example, limits are not available on derivatives (futures).
All assets on which BAS is available are presented in the tables. You can check if an asset is in the table in two ways:
1. Enter the ticker name in the search field
2. Use the common ticker mode. To do this, just click on the paperclip symbol and start entering the asset name. The information will be pulled up not only in BAS, but also in all RTT tables