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Enhancement to the “Above Ask and Below Bid” feature on smart tape

I’d like to suggest a enhancement to the “Above Ask and Below Bid” highlighting feature in the Smart Tape.

Currently, ATAS allows us to colour trades that execute above the best ask or below the best bid, which is great for spotting aggression and slippage. However, it would be even more useful if we could set a filter based on how many price levels the trade impacted before coloring it.

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