I'm looking for a way to gauge volume on the es futures at certain points of time during the day: 9am, 10am, 11am, etc...compared to previous days. Is this infomation available anywhere? I'm using IB currently or maybe some website had this info?
Define what you meant by the word gauge. Have you tried just using volume itself via visually comparing current volume to prior intraday history??? Mark
Just to get an idea of volume at a certain point during the day compared to previous days... for example: today premarket volume is 200k vs 100k yesterday or today by 10am volume was 1million versus 1.5 million at 10am 3 days ago, etc...
That would be a nice feature. Ensign may have it, I am just demoing now. I would like total volume in a swing compared to previous swing.