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Date/Time: Mon, 25 Nov 2024 10:34:02 +0000



Volume Indicator

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[2024-03-16 15:49:17]
User522479 - Posts: 4
Hello,

I am looking for an indicator that shows me the volume for a certain price range within a certain time period.

For example, the attached image shows a range between 14:37 and 15:30 for the ES.
I would like to know how much volume transacted within the green box - i.e. between 5188.50 and 5190.50 for that time period.

Thanks for your help.
Charlie
imageScreenshot 2024-03-16 114714.png / V - Attached On 2024-03-16 15:47:30 UTC - Size: 21.77 KB - 56 views
[2024-03-18 14:11:06]
John - SC Support - Posts: 36238
There is not an easy way to get what you are wanting. What you would need to do is to add a Volume by Price Study to the chart that covers those times. You can use the Draw Volume Profile option to do this if it is easier. Refer to the following:
Volume By Price Study: Draw Volume Profile

Then you would need to add a Spreadsheet Study to the chart and set the Input for "Output Volume at Price Data" to "Yes". Then you would have to determine the volumes from each price from the data in the Spreadsheet. Refer to the following:
Spreadsheet Study Inputs: Output Volume at Price Data

The other option would be to create a custom study to get the information you want. Refer to the following:
ACSIL Programming Concepts: Accessing Volume at Price Data Per Bar

List of Third Party Sierra Chart Study and System Programmers
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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