How to get todays total volume in the scan with 15 min aggregation

N

nrupvin

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Hi, can someone advise how to get todays total volume in the scan script which is runing with aggregation of 15 mins. Objective is to identify total volume since 9:30 AM EST while scan is running with 15 min aggregation. I was planning to use below code, however not sure if it will give only today's volume if I were to run the scan at10 AM EST (volume since 9:30 AM EST or volume since 10 AM EST previous day) In the learning ccenter I found the definition of Day aggregation period as - Defines aggregation period equal to one day (86,400,000 milliseconds).

def today = volume(period = "DAY");
 
T

TrueDepth

Member
VIP
Just make a separate scan criteria and use the Daily volume, to go with the 15min criteria.
 
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