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Is there a function somewhere that will give me the price at which most volume traded for the period? This is not VWAP, but just a single price that saw the most volume. Thanks.
Bob
Bob
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Bob
To my knowledge there currently isn't a field or function that will return that value.
You may want to submit a suggestion by sending an email to [email protected]
Alex -
Alex,
I'm still learning by using EOD. Given that, it should be simple enough to create this in an efs. However, assuming that an efs processes each tick to get a bar, how would you capture the trade price and volume for a tick? Are there functions like close(), open(), and volume() for trades that you can point me to?
Thanks, as always.
Bob
Originally posted by Alexis C. Montenegro
Bob
To my knowledge there currently isn't a field or function that will return that value.
You may want to submit a suggestion by sending an email to [email protected]
AlexComment
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Bob
You may want to look at Chris Kryza's Volume Profile scripts that are posted here and that [amongst other things] calculate the peak volume price
AlexComment
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Thanks. I'll take a look.
Originally posted by Alexis C. Montenegro
Bob
You may want to look at Chris Kryza's Volume Profile scripts that are posted here and that [amongst other things] calculate the peak volume price
AlexComment
Comment