Retrieving Total PreMarket Volume

[davemabe]

I'd like to retrieve the total amount of premarket volume that a stock does regardless of the intraday time frame I'm looking at (5, 10, 15, 30 minute bars, etc). What is the easiest and most efficient way to retrieve that data point?

TIA.

[eSignal_JasonK]

Hello davemabe,

This can be accomplished in EFS in conjunction with a custom time template that specifies a start time prior to the first bar for the particular symbol's session start time. Then you would create a condition that compares the start time of the session to the time stamp of the bars using hour(0), minute(0) and second(0). When the condition identifies a bar that is in the pre-market hours you can assign the volume to a global variable using volume(0).