How to remove options traded before 3pm within option hacker

thomasmichael

New member
Looking to add a filter to my established options scan to remove options traded before 3pm or only show volume traded 3pm onward. Please help TOS wizards!
 
@thomasmichael We don't have access to option historical trade data so your request cannot be fulfilled... We only have access to the trading sessions data aggregations... The same goes for any instrument because we don't have access to Time & Sales data via Thinkscript... You might be able to bastardize a roundabout way on a chart but not in a scan...
 

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@thomasmichael We don't have access to option historical trade data so your request cannot be fulfilled... We only have access to the trading sessions data aggregations... The same goes for any instrument because we don't have access to Time & Sales data via Thinkscript... You might be able to bastardize a roundabout way on a chart but not in a scan...
Are you sure it can’t be done? Someone from my discord seems to have figured it out. Seems like it’s accurate
 
Are you sure it can’t be done? Someone from my discord seems to have figured it out. Seems like it’s accurate

I'd gladly look at the Thinkscript code if you have it... I'd assume they are attempting to aggregate the bar data for option symbols in a watchlist, but only for a specific window of time... That could potentially be done because you've already established the symbols to check... Then it's a matter of filtering by time...

My question for you is, if you know someone who has the code then why are you asking us here to reinvent the wheel...???
 
I'd gladly look at the Thinkscript code if you have it... I'd assume they are attempting to aggregate the bar data for option symbols in a watchlist, but only for a specific window of time... That could potentially be done because you've already established the symbols to check... Then it's a matter of filtering by time...

My question for you is, if you know someone who has the code then why are you asking us here to reinvent the wheel...???
I asked, but he doesn't seem to want to share it. Here's what he's posted in our discord. Somehow he's managed to do it. Maybe he is doing it as you say - aggregating bar data for option symbols in a watchlist and then filtering the time. If you know how to even do that could you help? I think that'd be sufficient for me right now.
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@KMcFarland7 Ok... I might be able to try to create a Custom Watchlist Column later that stops aggregating at 3pm... No guarantee it'll be today because I am currently working on other code... I've been in the scanner all day...
 

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