Support Board

Date/Time: Fri, 20 Sep 2024 04:39:48 +0000

Post From: High/Low volume of one bar

[2014-09-08 15:24:44] Link To Thread - Link To Post [Go To First Post]
User025429 - Posts: 26
Hi I want to get the volume at both the high and low, of a one tick bar, by bar, into a spreadsheet to create a numbers bar in a spreadsheet. I can do it using spreadsheet formula(sumproduct mainly) and tick by tick data feed, but due to the number of records required , the spreadsheet is extremely slow. With a spreadsheet of 10 000 lines you only get about an 8 minute time frame at the open. One way could be to get the time and sales data into a spreadsheet, but the filters must work IE: all trades at the same price and type of trade(bid/ask) be aggregated.Currently this is not available. Support are aware of the request and in February thought that it would be resolved by early June. Are there any other suggestions. Thanks in advance.