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Date/Time: Mon, 16 Sep 2024 19:19:43 +0000

Post From: Aggregated Volume of 2 symbols

[2015-08-24 17:03:56] Link To Thread - Link To Post [Go To First Post]
Adam - Posts: 141
Hi I wanted to know if I can create an aggregated symbol of 2 contracts. The contracts are identical: NYMEX CL and ICE WTI. I want to do this to see the overall volume profiles as around 25% of the daily volume is hitting this exchange and it would build a more accurate profile shape. Is there a way to do this in SC? Adam