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I want to know if there is a way to get data for a specific past time of a trading day; e.g. Volume for the time between 10:00 and 10:29?
I see that I can get volume data for a specific range of time with 'Time' and 'TradeSize' in real time.
Is there a way to get that data for say the past 2 hours?
I see that I can get past data with the Export function of an Advanced Chart. But this stands in its own sheet and not in a sheet where I need this data a in certain type of format.
I want to know if it is possible to make up price and volume data for a specific set of time of the past with DDE, like "what were the trade sizes (volume) at what prices between 9:30 and 9:59" ?
I see that I can get volume data for a specific range of time with 'Time' and 'TradeSize' in real time.
Is there a way to get that data for say the past 2 hours?
I see that I can get past data with the Export function of an Advanced Chart. But this stands in its own sheet and not in a sheet where I need this data a in certain type of format.
I want to know if it is possible to make up price and volume data for a specific set of time of the past with DDE, like "what were the trade sizes (volume) at what prices between 9:30 and 9:59" ?