[bertg]

Hi,

Is there a charting package or website, free or fee-based, that allows me to drill down to a particular day and see Volume by Price.

For the current day, thanks to dbphoenix, I found out about and use bigcharts, which is free and does have VbP.

But, say I want to go back 3 or 6 months and want to see VbP for one day. Can I?

Thank you,
Bert

[OAC]

NinjaTrader 6.5 which is free. If you don't have one of the datafeed that is compatible, you can open an account with Opentick which is also free for their historical data.

[DbPhoenix]

Under Time Frame, just click Time, then Custom.

[bertg]

Originally Posted by OAC »

NinjaTrader 6.5 which is free. If you don't have one of the datafeed that is compatible, you can open an account with Opentick which is also free for their historical data.

Thanks, OAC.

I have NT 6.5. As far as I know, the canned indicator that comes with it for VbP only plots with live data or market replay data.

Regards,
Bert

[bertg]

Originally Posted by DbPhoenix »

Under Time Frame, just click Time, then Custom.

Thank you, DB. I tried it and it works for 'daily' time frame. Unfortunately, for intra-day time frames, it can only look back up to 15 days.

Very useful.

Regards,
Bert

[OAC]

Originally Posted by bertg »

Thanks, OAC.

I have NT 6.5. As far as I know, the canned indicator that comes with it for VbP only plots with live data or market replay data.

Regards,
Bert

There are 2 canned indicators, one is Volume Profile which only read real-time data because it also differetiate volume at the bid and volume at the ask.
The other one is the Volume Zone which reads historical data, only thing I am not sure Whether it only gives you a cumulative volume over a number of days or just a single day as you have requested. You may have to go to the NinjaTrader Forum and find out if you can do a minor modification if needed.

[LS_Chad]

You would need tick data to get true Volume at Price historically. However, since it's much easier to get 1 minute data for a extended historical period, the Profile Indicator in Investor/RT can take the 1-minute bars and allot the volume of each 1-min bar equally among the prices touched within that bar....resulting in historical volume profiles similar to that seen in the chart below.

http://www.charthub.com/images/2008/...umeAtPrice.png



You can view more volume-driven functionality of Investor/RT in this video:
http://www.linnsoft.com/videos/volumeVolume/

And view a video on the Profile Indicator here:
http://www.linnsoft.com/videos/profileIndicator/

[jperl]

Originally Posted by bertg »

Hi,

Is there a charting package or website, free or fee-based, that allows me to drill down to a particular day and see Volume by Price.

For the current day, thanks to dbphoenix, I found out about and use bigcharts, which is free and does have VbP.

But, say I want to go back 3 or 6 months and want to see VbP for one day. Can I?

Thank you,
Bert

You can see volume by price for any historical day in EnsignSoftware charts.
JERRY