Price Level Aggregation

My suggestion for a useful feature is the ability to aggregate multiple price levels into a single step. This would be especially valuable for highly volatile instruments like the Nasdaq (NQ) or Crude Oil (CL), where the 5-minute chart often fails to provide meaningful footprint data due to the sheer size of the candles.

By allowing users to group multiple ticks or points into a single level, the candles would become more compact and readable—without losing any data.