How to get after hours trading volume

[Scotty123]

Hi, I would like to get the after hours trading volume, and I found the link below from July 2022, but it does not work properly.

Does anyone know how to do this?

Thanks in advance!

https://usethinkscript.com/threads/afterhours-volume-scan.12019/#post-105521

 

[halcyonguy]

Hi, I would like to get the after hours trading volume, and I found the link below from July 2022, but it does not work properly.

Does anyone know how to do this?

Thanks in advance!

https://usethinkscript.com/threads/afterhours-volume-scan.12019/#post-105521

what is the after hours?
4pm to 8pm?
4am to 9:30 and 4pm to 8pm?
i used both time periods and added up the volume in each period.
has labels to list the accumulated volume in all 3 time periods

#after_hours_vol

#https://usethinkscript.com/threads/how-to-get-after-hours-trading-volume.20098/
#How to get after hours trading volume

def na = double.nan;
def bn = barnumber();
def v = volume;

input prestart = 0400;
input daystart = 0930;
input dayend = 1600;
input afterend = 2000;

def pre =  (SecondsFromTime(prestart) >= 0 and SecondsTillTime(daystart) > 0);
def daytime = (SecondsFromTime(daystart) >= 0 and SecondsTillTime(dayend) > 0);
def after = (SecondsFromTime(dayend) >= 0 and SecondsTillTime(afterend) > 0);

def prevol = if !pre[1] and pre then v else if pre then prevol[1] + v else prevol[1];
def dayvol = if !daytime[1] and daytime then v else if daytime then dayvol[1] + v else dayvol[1];
def aftervol = if !after[1] and after then v else if after then aftervol[1] + v else aftervol[1];


addlabel(1, "  ", color.black);
addlabel(1, "PRE volume: " + prevol, color.cyan);
addlabel(1, "DAY volume: " + dayvol, color.green);
addlabel(1, "AFTER volume: " + aftervol, color.magenta);
addlabel(1, "  ", color.black);


input test_time_lines = no;
addverticalline(test_time_lines and pre, "PRE", color.cyan);
addverticalline(test_time_lines and daytime, "DAY", color.green);
addverticalline(test_time_lines and after, "AFTER", color.magenta);

input test_volume_lines = no;
plot z1 = if test_volume_lines then prevol else na;
plot z2 = if test_volume_lines then dayvol else na;
plot z3 = if test_volume_lines then aftervol else na;
#

 

[Scotty123]

what is the after hours?
4pm to 8pm?
4am to 9:30 and 4pm to 8pm?
i used both time periods and added up the volume in each period.
has labels to list the accumulated volume in all 3 time periods

#after_hours_vol

#https://usethinkscript.com/threads/how-to-get-after-hours-trading-volume.20098/
#How to get after hours trading volume

def na = double.nan;
def bn = barnumber();
def v = volume;

input prestart = 0400;
input daystart = 0930;
input dayend = 1600;
input afterend = 2000;

def pre =  (SecondsFromTime(prestart) >= 0 and SecondsTillTime(daystart) > 0);
def daytime = (SecondsFromTime(daystart) >= 0 and SecondsTillTime(dayend) > 0);
def after = (SecondsFromTime(dayend) >= 0 and SecondsTillTime(afterend) > 0);

def prevol = if !pre[1] and pre then v else if pre then prevol[1] + v else prevol[1];
def dayvol = if !daytime[1] and daytime then v else if daytime then dayvol[1] + v else dayvol[1];
def aftervol = if !after[1] and after then v else if after then aftervol[1] + v else aftervol[1];


addlabel(1, "  ", color.black);
addlabel(1, "PRE volume: " + prevol, color.cyan);
addlabel(1, "DAY volume: " + dayvol, color.green);
addlabel(1, "AFTER volume: " + aftervol, color.magenta);
addlabel(1, "  ", color.black);


input test_time_lines = no;
addverticalline(test_time_lines and pre, "PRE", color.cyan);
addverticalline(test_time_lines and daytime, "DAY", color.green);
addverticalline(test_time_lines and after, "AFTER", color.magenta);

input test_volume_lines = no;
plot z1 = if test_volume_lines then prevol else na;
plot z2 = if test_volume_lines then dayvol else na;
plot z3 = if test_volume_lines then aftervol else na;
#

after_hours_vol #https://usethinkscript.com/threads/how-to-get-after-hours-trading-volume.20098/ #How to get after hours trading volume def na = double.nan; def bn = barnumber(); def v = volume; input prestart = 0400; input daystart = 0930; input dayend = 1600; input afterend = 2000; def pre = (SecondsFromTime(prestart) >= 0 and SecondsTillTime(daystart) > 0); def daytime = (SecondsFromTime(daystart) >= 0 and SecondsTillTime(dayend) > 0); def after = (SecondsFromTime(dayend) >= 0 and SecondsTillTime(afterend) > 0); def prevol = if !pre[1] and pre then v else if pre then prevol[1] + v else prevol[1]; def dayvol = if !daytime[1] and daytime then v else if daytime then dayvol[1] + v else dayvol[1]; def aftervol = if !after[1] and after then v else if after then aftervol[1] + v else aftervol[1]; addlabel(1, " ", color.black); addlabel(1, "PRE volume: " + prevol, color.cyan); addlabel(1, "DAY volume: " + dayvol, color.green); addlabel(1, "AFTER volume: " + aftervol, color.magenta); addlabel(1, " ", color.black); input test_time_lines = no; addverticalline(test_time_lines and pre, "PRE", color.cyan); addverticalline(test_time_lines and daytime, "DAY", color.green); addverticalline(test_time_lines and after, "AFTER", color.magenta); input test_volume_lines = no; plot z1 = if test_volume_lines then prevol else na; plot z2 = if test_volume_lines then dayvol else na; plot z3 = if test_volume_lines then aftervol else na; #

Thanks very much for the code! It is a good example for me to learn from.

Also, I want to add a watchlist column so I will be outputting aftervol after it is calculated and don't need the rest of the code for the column. But aftervol is printed without commas and in scientific notation if it is too large.

Can you tell me how to output as a comma separated number?

 

[Scotty123]

Thanks to halcyonguy for the excellent code. I did notice that there was a value for the after hours volume before after hours had started, so I made the small change to the aftervol assignment below.

def aftervol = if !after then 0 else if !after[1] and after then v else if after then aftervol[1] + v else aftervol[1];

 

[halcyonguy]

Thanks very much for the code! It is a good example for me to learn from.

Also, I want to add a watchlist column so I will be outputting aftervol after it is calculated and don't need the rest of the code for the column. But aftervol is printed without commas and in scientific notation if it is too large.

Can you tell me how to output as a comma separated number?

for volume numbers (millions), i usually divide by a million, then round it to 2 or 3 places
if i am comparing numbers in the millions, i don't care about 1s,10s,100s, or 1000s places

i kept volume values after the last bar in a period, so those values were usable and would show up in a label (data from last bar). on the first bar in a period, it resets the volume with volume just on that bar. then during a period, it adds up.