Is there a way to access a price range (as the amount and a percentage) and a quantity a stock traded during a specified time period. There is a way to access the High and Low of the specific Time range. Is there a way to use it to get the price range.
For example, if the stock traded between 100 and 101 between 9:30 and 11:30 and had a quantity of 5,000,000 - it would return a price range of 1.00, or 1% and a quantity of 5,000,000.
Thank you
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