Support Board
Date/Time: Mon, 23 Dec 2024 07:47:50 +0000
Post From: Aggregated Volume of 2 symbols
[2015-08-24 17:03:56] |
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 |