Nasdaq intraday volume viewable?

Discussion in 'Trading Software' started by davez, Jan 19, 2004.

  1. davez


    Why can't Nasdaq volume be seen on intraday charts? I understand that the Nasdaq composite itself is not traded, so displaying the volume of all its components would take some computer horsepower, but its only basic addition!

    What I find confusing is that Nasdaq TRIN and up-down volume can be seen on say, a 15 minute intraday Nasdaq chart, but to calculate those, the volume for that last 15 minute bar must be known. So why can't it be displayed?

    Does anyone know of a program that does display intraday nasdaq volume? I've talked to only 3 data/charting software companies, and was told it could not be done
  2. davez


    Could you be a little more specific about where you are directing me in these two links with your answer?

    In particular, are you saying Nasdaq intraday volume is displayed somewhere? Or are you saying to use the Q's/Nas-100 volume as a proxy?
  3. adonos


    It looks like the volume listed under Nasdaq is the volume in the Nasdaq until now. That number agrees with what eSignal is telling me.

    If you use eSignal, you can view Nasdaq total volume as $TVOLQ and NYSE total volume as $TVOL.
  4. davez


    Yes, I do use eSignal, but its not the ability to see the total volume up to any time mid-day that I'm questioning. Its the ability to see the volume for each 5, 15, 30 etc minute Nasdaq bar (to help determine if a Nasdaq price breakout is being supported by volume, or not)
  5. Take a look at It's pricey, but everything you ever wanted to know about volume on the indices.
  6. The first link ( is a pay service that will give you volume bars and VMA of pretty much any index including N100. The second link is just my journal which has nothing to do with your quesiton.
  7. O I C

    You want the WHOLE NASDAQ. Everything. Then, I don't know.
  8. adonos


    You can still look at a 5 minute chart of $TVOLQ, that sounds like what you are looking for. You could also write a simple .efs script to subtract the close of the previous $TVOLQ bar from the current to determine the volume for that 5 minutes. Check out a 5 minute chart of $TVOLQ and see if thats what you want.

    eSignal will not easily tell you how much volume has traded in just the Dow stocks or just the S&P 500 stocks however. They only have total volume from the NYSE and Nasdaq.
  9. davez



    That's a good idea you had ...subtracting the latest intraday $TVOLQ from the previous, to determine volume of the latest Nasdaq bar.

    Now I'll confess that I'm "efs challenged" - I've just never made the time to learn .efs scripts. This would require the ability to identify the TVOLQ say after exactly 335 minutes (67, 5 minute bars) and subtract it from the TVOLQ after 340 minutes (68, 5 minute bars). Then to create a typical looking volume histogram, that difference would need to be colored red or green, based on previous vs latest 5 minute closes. I hope TVOLQ updates at least every minute in eSignal. I'll have to figure out how to capture those TVOLQ numbers, do the subtraction, then plot the histogram. And ideally, how to make it changeable if I switch to a 1, 15, 30 or 60 minute chart. I'm guessing I may need to go to the eSignal efs forum for help.

    I presently use $VOLDQ as a general overall Nasdaq trend direction indicator. But maybe looking at each tick in that would work to tell me if volume is supporting a Nasdaq move or not (which is ultimately what I want the volume histogram for). I'll have to think about that

    Thanks again for your idea
    #10     Jan 25, 2004