Hi, can anyone help? On Sierra chart the values window, shows the daily volume, accumlative. But what I would like to do is find out this figure for each morning start of the dow. is this possible?
Cash or futures? I would assume futures data would be readily available through your data feed for any applicable period. A crude way of, presumably, calculating the cash volume would be to add together the volume for all constituents of the index for whatever period you desire & adjust accordingly.
it is the futures, but sierra chart only tells you at the tpoint you are looking at, for instance, if i turned it on at 2.30 uk time today, it would tell me the accumulative volume so far today, what i would lke to do is backtest this.. any ideas
Does the problem lie with Sierra or the feed you are using, presumably myTrack? If you cannot solve the problem with a new datafeed, aside from long-windedly deducting current volume from previous, the only option may be to ditch Sierra & utilise another package.