Capture Daily Volume at Specific Times


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This might seem odd, but trying to overcome a limitation of TOS (mixing aggregations).

Would it be possible to capture the total volume accumulated at a specific time of day?

So, at 11am (or whatever input), return the total volume thus far.

My hope would be that I could then compare this to average daily volume to help detect spikes.

 

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Posted by (Questions: 4, Answers: 6)
Asked on March 11, 2021 9:46 am
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Please take the time to search the forum for existing solutions before posting a new question. This topic has already been covered on more than one occasion. The one that is most relavent to your particular request is located here:

https://www.hahn-tech.com/ans/how-to-calculate-volume-from-the-open/

 

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Posted by (Questions: 37, Answers: 4087)
Answered on March 11, 2021 10:27 am