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populating premarket volume

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    populating premarket volume

    Hi,

    I have both IB and TDAmeritrade feeds. I am interested in looking at premarket aggregate trading volume (say from 9:00 to 9:30 am ET) for a list of stocks. What is the easiest way to do that? Is Market Analyzer the way to go? If so, how can I pull in the aggregate volume for a specified time frame?
    Thanks.

    #2
    Hello imagineer,

    Yes, you can add the VOL indicator in the Market Analyzer as additional column. More information can be found at the link below.
    http://www.ninjatrader-support.com/H...ngColumns.html

    Set the 'Data series' to Minute - 30 and set 'Calculate on bar close' to False.
    JasonNinjaTrader Customer Service

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      #3
      Jason,

      How can I set the "calculation on close" to false as you suggested? The market analyzer properties window does not have that field.

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        #4
        Hello Jason,

        I am able to set "calculation on bar close" to false under the indicator properties.
        I have a second question:
        If I want to populate the aggregate volume starting from 8:00 ET (pre-market) through out the day (no bar time frame, just accumulating from the starting time), how can I set the VOL indicator without being confined by the "data series" time frame?

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          #5
          Yes, you could set the VOL indicator to an interval of 1 Day, so it will display volume for the current day. However I believe it will not start at 8:00 ET, but at the open of the session.

          You could open a Market Analyzer window at 8:00 ET and use a 505 minute interval (8:00 - 16:15) as well.
          JasonNinjaTrader Customer Service

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            #6
            Originally posted by NinjaTrader_Jason View Post
            Hello imagineer,

            Yes, you can add the VOL indicator in the Market Analyzer as additional column. More information can be found at the link below.
            http://www.ninjatrader-support.com/H...ngColumns.html

            Set the 'Data series' to Minute - 30 and set 'Calculate on bar close' to False.
            Such a very amazing link!
            __________________
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