I'm not sure if this question should be here or in technical analysis. Does anyone know how a volume histogram study is programmed? I know what it is suppose to be showing, but I want to know how it is programmed. I use Ensign software and I want to write an ESPL script for a custom study, but I can't get Ensign to give me a clue as to how their code is written to create the study they have. Since it displays off of historical data for any give time frame, I doubt it is truly displaying accurate volume at individual price levels and since it doesn't actually display the volume level value, (only a vertical line representation), there is no way to verify whether it actually is able to determine the volume totals at each individual price level. I have been able to write scripts that capture the Bid volume versus the Ask volume and I want to try and apply that data to a volume histogram study. Any clues, comment or advise would be appreciated.