Let's say I wanted to plot the average range or historical volatility of the ES during a particular time (ex. 8am - 9am) for a given amount of years. Which software would assist in this? Could one use the same software packages that are normally used for automated trading?
Something like this would be an interesting feature of charting programs. You should patent the idea.
I am sure that, with enough code, you could get any software to calculate it (Ninja, TradeStation, etc.). I use this data from time to time and the easiest solution for me has been to simply export CSV data from my platform and run a pivot table in Excel. I don't need to access it algorithmically, though.