I tried adding a daily period and checking Volumes[1][0] but when I check this value on successive 5min bars, the value doesn't change, even after toggling CalculateBarsOnClose.
Bars.GetSessionBar(0).Volume has the same problem (and the online help specifically says we shouldn't reference (0) of GetSessionBar). The CurrentDayOHL() looks like it should be the place to go, but it doesn't have a .CurrentVolume property.
Any ideas?

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