While intraday volumes are not sent in the record for each $INDU update, an EFS was written (thank you Jason) to subtract the previous volume update from the most recent volume update to get the net "change" between updates, hence reflecting intraday volume. Results look interesting on this 1T chart. Here it is as both an overlay and as separate panes.
Since intraday volumes are not sent/stored for this symbol, this EFS will only work in real-time as data is collected. If you shut down the chart, you'll clear what you've collected and start again. Attached is the actual EFS if anyone is interested in experimenting.
Thanks.
Since intraday volumes are not sent/stored for this symbol, this EFS will only work in real-time as data is collected. If you shut down the chart, you'll clear what you've collected and start again. Attached is the actual EFS if anyone is interested in experimenting.
Thanks.