Support Board

Date/Time: Sat, 05 Oct 2024 13:21:38 +0000

Post From: $SPX, NYSE volume, Market Internals and VIX

[2021-11-11 21:57:09] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 34944
The TVOL-NYSE is the total volume up to that period in time. If you want just the volume traded in the 30 minute period, then you would need to subtract the Open from the Close for each bar to get that value. The easiest way to do this is to use the Spreadsheet Formula study and enter a formula of "=C - O". We have not looked at how these compare to other values. It's a tough thing to do, as there are various sources of the data and how they do their calculations, etc. We will leave that to you to decide. The $INX is the S&P 500 Index. The historical data is available for that, but if you want real-time data, you would have to pay for the Sierra Chart Exchange Data Feed and the S&P Indices exchange. We can't say how well this would work for you, it is something you need to figure out. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing