Ratio of premarket volume to daily average volume


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Hi Pete,

I looked in the forum and did not see this specific question. Can you write a script for a custom column that shows the ratio of today’s pre market volume (7AM to 9:29AM EST) to the average daily volume (9:30AM to 4 PM) of the last X days (in % if possible). Thank you.

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Posted by (Questions: 2, Answers: 4)
Asked on November 6, 2020 12:13 pm
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Sorry but this is most likely not even possible to do for a custom column of a watchlist on Thinkorswim. The platform language lacks the data objects required to compute custom moving averages. Additionally, the daily time frame is not accessible from custom watchlist column set to intraday time frame. There are so many barriers that need to be mounted there is no way I can even attempt this solution in the brief 15 minutes I allow for free solutions in the Q&A forum.

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Posted by (Questions: 37, Answers: 4087)
Answered on November 6, 2020 2:22 pm
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So what about a custom column that shows the ratio of today’s pre market volume (7AM to 9:29AM EST) to a number X to be specified by the user.(I will look at the daily average volume and input it). Since I am only looking at stocks that have a minimum volume, I will use that number for the ratio calculation.
( at November 7, 2020 7:58 am)