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Date/Time: Tue, 16 Apr 2024 22:31:57 +0000



Post From: Volume Study Possible?

[2014-10-09 06:40:49]
drywater0 - Posts: 85
SC Support,

Is there a study (or combination of studies) that would allow me to compare cumulative volume during the day to the corresponding average over previous days. Here is an example of what I'm trying to do.

Assume the market opens at 9:30am and now it is 11:00am. I would like to compare the volume traded today versus the average volume traded over the last 10 days during the same 1.5 hour period from 9:30am to 11:00am.

Appreciate your help.