I actually looked at
Welkin's code on the tick projection before opening this thread. The fundamental difference between my idea and his code is I'm trying to do current velocity and he did projection, which does not need "
down to second" candle stick access. The closest of his code to what I need is:
Code:
def NA = Double.NaN;
input aggregationInSeconds = 60;
input elapsedPercentSmoothValue = 5;
input elapsedProjectionDivisor = 2;
def start = 0000;
def end = 1600;
def o = open;
def h = high;
def l = low;
def c = close;
def v = volume;
def bb = Max(o, c) == c;
def min = Floor(SecondsFromTime(start) / aggregationInSeconds);
def till = SecondsTillTime(end) / aggregationInSeconds;
def test = min != min[1];
def vc = if test and !test[1] then v else if !test then vc[1] + v else vc[1];
def secondselapsed = (AbsValue(till - Ceil(till)) * aggregationInSeconds);
But even
secondselapsed is still rounded at a minute mark.
I've looked into
TD Ameritrade streaming API too. The API can provide realtime quote but
not volume. Volume is returned within a minute timeframe.
At this point, I think I've dug up the whole internet. And my conclusion is ThinkScript is simply not providing tools to make this feasible. Which, I think, is a really simple implementation for them, just exposing getting time with second API or providing seconds elapsed in a candle stick API.
I plan to email them at
[email protected]. But my voice alone maybe small or this option is not even the best way to request. Do you have any recommendation to do this,
@lmk99? Maybe our forum has a strong connection to them at some specific channel that we can voice up?