Support Board

Date/Time: Mon, 29 Apr 2024 09:36:31 +0000

Post From: Volume at Price for minute chart data

[2018-12-12 11:18:24] Link To Thread - Link To Post [Go To First Post]
pa_trader - Posts: 29
I'm using IQ Feed with "Intraday Data Storage Time Unit = 1 Minute", to run some longer term intraday analysis. If tick data is not available, how does SC plot the Volume at Price (using Draw Volume Profile tool). Does it assign volume for each underlying 1 minute bar at the closing price, or make assumptions about how it was distributed between O/H/L/C ? Thanks