populating premarket volume

[imagineer]

Hi,

I have both IB and TDAmeritrade feeds. I am interested in looking at premarket aggregate trading volume (say from 9:00 to 9:30 am ET) for a list of stocks. What is the easiest way to do that? Is Market Analyzer the way to go? If so, how can I pull in the aggregate volume for a specified time frame?
Thanks.

[NinjaTrader_Jason]

Hello imagineer,

Yes, you can add the VOL indicator in the Market Analyzer as additional column. More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/AddingRemovingColumns.html

Set the 'Data series' to Minute - 30 and set 'Calculate on bar close' to False.

[imagineer]

Jason,

How can I set the "calculation on close" to false as you suggested? The market analyzer properties window does not have that field.

[imagineer]

Hello Jason,

I am able to set "calculation on bar close" to false under the indicator properties.
I have a second question:
If I want to populate the aggregate volume starting from 8:00 ET (pre-market) through out the day (no bar time frame, just accumulating from the starting time), how can I set the VOL indicator without being confined by the "data series" time frame?

[NinjaTrader_Jason]

Yes, you could set the VOL indicator to an interval of 1 Day, so it will display volume for the current day. However I believe it will not start at 8:00 ET, but at the open of the session.

You could open a Market Analyzer window at 8:00 ET and use a 505 minute interval (8:00 - 16:15) as well.

[billy10388]

Hello imagineer,

Yes, you can add the VOL indicator in the Market Analyzer as additional column. More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/AddingRemovingColumns.html

Set the 'Data series' to Minute - 30 and set 'Calculate on bar close' to False.

Such a very amazing link!
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