Al,
There are a few ways to do this, and many different ways with each of them to get the desired result. My go to is PVP (Price Volume Pattern).... You can specify the Bid/Ask amount and whether you want the Horizontal Bid/Ask (Delta) or Vertical(Auction Style) in the layout. Lots of different choices and there is virtually nothing you cant get to somehow, Ive tried! Here's a couple of Screen shots. When you make the lines extend, you can choose if you want them to be just visible, or continue on thru the session or multiple sessions, etc by the drop down choices. I drew 4 yellow arrows to the fields you want to work with. 1) The Bid/Ask Information 2)Location on the bar 3)Style of Line 4)How you want it to extend. Lots of choices. If you want to get more specific, give me an example or shoot me an email and I'll show you.... I may be a little fuzzy about what you were trying to do. Bottom line, It can be done. I just got done getting a bunch of Auction/Tick data for sweeps to extend with lines on larger time frames, so what you are trying to do should be easy enough.