First 5 and 30 min volume and float numbers

fado

New member
I am looking for volume number display on 5 min chart for first 5 minutes and first 30 minutes after open? Second Is there way can i get float numbers on display on chart? I am using thinorswim platform.

Thanks
 
Solution
@fado Here is the study to do what you wanted. It displays a label of the volume after the first 5 min and another label after the first 30 mins after the RTH open. Make sure you run this on chart aggregations of 5 min or less. Since the market is not open you'll see 0. Run this after the Monday RTH open and you'll see what you wanted.

No, float numbers are not available via ThinkScript

Code:
# Volume Label - 5 min / 30 min
# tomsk
# 11.17.2019

input Start1 = 0930;
input End1   = 0935;
input End2   = 1000;

def Active5M  = SecondsFromTime(Start1) >= 0 and SecondsTillTime(End1)-1 >= 0;
def Active30M = SecondsFromTime(Start1) >= 0 and SecondsTillTime(End2)-1 >= 0;

def Today = GetDay() == GetLastDay();
def v5M  = if Today and...
@fado Here is the study to do what you wanted. It displays a label of the volume after the first 5 min and another label after the first 30 mins after the RTH open. Make sure you run this on chart aggregations of 5 min or less. Since the market is not open you'll see 0. Run this after the Monday RTH open and you'll see what you wanted.

No, float numbers are not available via ThinkScript

Code:
# Volume Label - 5 min / 30 min
# tomsk
# 11.17.2019

input Start1 = 0930;
input End1   = 0935;
input End2   = 1000;

def Active5M  = SecondsFromTime(Start1) >= 0 and SecondsTillTime(End1)-1 >= 0;
def Active30M = SecondsFromTime(Start1) >= 0 and SecondsTillTime(End2)-1 >= 0;

def Today = GetDay() == GetLastDay();
def v5M  = if Today and Active5M then v5M[1] + volume else v5M[1];
def v30M = if Today and Active30M then v30M[1] + volume else v30M[1];

AddLabel(yes, "Volume (" + AsPrice(Start1) + " - " + AsPrice(End1) + ") = " + v5M, Color.Yellow);
AddLabel(yes, "Volume (" + AsPrice(Start1) + " - " + AsPrice(End2) + ") = " + v30M, Color.Cyan);
# End Volume Label - 5 min / 30 min
 
Solution

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@fado Here is the study to do what you wanted. It displays a label of the volume after the first 5 min and another label after the first 30 mins after the RTH open. Make sure you run this on chart aggregations of 5 min or less. Since the market is not open you'll see 0. Run this after the Monday RTH open and you'll see what you wanted.

No, float numbers are not available via ThinkScript

Code:
# Volume Label - 5 min / 30 min
# tomsk
# 11.17.2019

input Start1 = 0930;
input End1   = 0935;
input End2   = 1000;

def Active5M  = SecondsFromTime(Start1) >= 0 and SecondsTillTime(End1)-1 >= 0;
def Active30M = SecondsFromTime(Start1) >= 0 and SecondsTillTime(End2)-1 >= 0;

def Today = GetDay() == GetLastDay();
def v5M  = if Today and Active5M then v5M[1] + volume else v5M[1];
def v30M = if Today and Active30M then v30M[1] + volume else v30M[1];

AddLabel(yes, "Volume (" + AsPrice(Start1) + " - " + AsPrice(End1) + ") = " + v5M, Color.Yellow);
AddLabel(yes, "Volume (" + AsPrice(Start1) + " - " + AsPrice(End2) + ") = " + v30M, Color.Cyan);
# End Volume Label - 5 min / 30 min

Hi, thanks for this. It seems this v5M is different with different time frames.. for ex: 1 min chart, 3 min 4min and 5 min.. any idea why would it change?
 
@fado Here is the study to do what you wanted. It displays a label of the volume after the first 5 min and another label after the first 30 mins after the RTH open. Make sure you run this on chart aggregations of 5 min or less. Since the market is not open you'll see 0. Run this after the Monday RTH open and you'll see what you wanted.

No, float numbers are not available via ThinkScript

Code:
# Volume Label - 5 min / 30 min
# tomsk
# 11.17.2019

input Start1 = 0930;
input End1   = 0935;
input End2   = 1000;

def Active5M  = SecondsFromTime(Start1) >= 0 and SecondsTillTime(End1)-1 >= 0;
def Active30M = SecondsFromTime(Start1) >= 0 and SecondsTillTime(End2)-1 >= 0;

def Today = GetDay() == GetLastDay();
def v5M  = if Today and Active5M then v5M[1] + volume else v5M[1];
def v30M = if Today and Active30M then v30M[1] + volume else v30M[1];

AddLabel(yes, "Volume (" + AsPrice(Start1) + " - " + AsPrice(End1) + ") = " + v5M, Color.Yellow);
AddLabel(yes, "Volume (" + AsPrice(Start1) + " - " + AsPrice(End2) + ") = " + v30M, Color.Cyan);
# End Volume Label - 5 min / 30 min
Is there anyway I can get a watchlist column script that displays the first 5 minutes volume. I tried to modify this code to do that but came up with it only showing 0 all day. Thanks if you can
 

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