Daily Volume without After Hours

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im using a script to track volume from 0400-1600 premarket to end of day not including after hours but it doesnt seem to match with the current volume

“def EOD = SecondsFromTime(0400) >= 0 and SecondsFromTime(1600) < 0;”

Daily Volume script
“def Daily = volume(period = AggregationPeriod.DAY);”

RESOLVED
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Posted by (Questions: 12, Answers: 4)
Asked on October 29, 2019 7:24 am
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I'm not sure what led you to believe these two would match. They should not match, and never will. Daily volume never includes extended hours trade and never has. Furthermore, intraday volume as reported on Thinkorswim will never match daily data. Full details 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 October 29, 2019 9:51 am
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