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Does Excel have a function that can return a value of amount of Vol per Min. across 6.5 Hr

  1. 09-14-2017, 05:47 PM #1
    tommytrader
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    Question Does Excel have a function that can return a value of amount of Vol per Min. across 6.5 Hr

    Hello, I would appreciate the help from an Excel expert who can provide a solution, if one exists.

    I trade stocks and indicator that can show trade volume per minute based of the stock Avg. Daily Volume (ADV) based on a 6.5 hour day or 390 minutes.

    Question is: From the beginning to the end of the trading day, is the stock trading above or below it's daily average? Can that be shown in real time at 1 minute increments.

    Example: Chipotle Mexican Grill stock currently trades 1,506,632 (Static) shares per day. Today it traded only 694,756 (Dynamic) shares (only 46.11% of it's avg).

    If ADV = 1,506,632 / 390 minutes = 3,863 per minute. This is where I don't have a solution

    Can a percentage +/- be defined to illustrate the per minute trades above or below the ADV at the minute (Dynamically) using the real time trade volume?

    Assistance would be greatly appreciated!
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  2. 09-14-2017, 06:40 PM #2
    shg
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    Re: Does Excel have a function that can return a value of amount of Vol per Min. across 6.

    Easy enough. Post a workbook that shows your data layout and how you want the result to appear.
    Entia non sunt multiplicanda sine necessitate
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  3. 09-14-2017, 07:41 PM #3
    tommytrader
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    Re: Does Excel have a function that can return a value of amount of Vol per Min. across 6.

    The workbook is 25 MB and very complex. You need a live data field to see data. I snapshot the relevant fields for our purpose. Let me know if you can work with this. Thanks Tommy

    PS: I failed to mention if not obvious that the Market time is from 9:30 am to 4:00 pm and the 6.5 hours need to coincide with the market hours. I believe incorporating a clock will be a requirement?

    https://www.awesomescreenshot.com/im...b85a693ed01b2f
    Last edited by tommytrader; 09-14-2017 at 08:11 PM.
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  4. 09-15-2017, 08:03 AM #4
    shg
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    Re: Does Excel have a function that can return a value of amount of Vol per Min. across 6.

    That means nothing to me. Perhaps someone else can help.
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  5. 09-15-2017, 09:08 AM #5
    tommytrader
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    Re: Does Excel have a function that can return a value of amount of Vol per Min. across 6.

    I meant Live Data Feed, sorry to upset you...
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  6. 09-15-2017, 10:37 AM #6
    MrShorty
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    Re: Does Excel have a function that can return a value of amount of Vol per Min. across 6.

    I don't understand either. The solution I see is so obvious that I feel I must be missing something. If I understand the screenshot, I see a "vol/sec" number being fed into the spreadsheet. The obvious "function" to get vol/min from vol/sec is vol/min=vol/sec*(60 sec/min). Any comparison to ADV should be straightforward from there. Could it be that simple, or is there more to this.
    Quote Originally Posted by shg
    Mathematics is the native language of the natural world. Just trying to become literate.
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  7. 09-15-2017, 11:34 AM #7
    tommytrader
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    Re: Does Excel have a function that can return a value of amount of Vol per Min. across 6.

    The current volume which is dynamic number and advances up during the day. Then there is the Average daily volume which is a static number. I am attempting to achieve where the Real time Volume is relative to it's daily average. Is it a % higher or lower than the ADV at the moment based on the time of day between 9:30 and 4PM. I hope that helps... Thank you
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  8. 09-15-2017, 11:40 AM #8
    MrShorty
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    Re: Does Excel have a function that can return a value of amount of Vol per Min. across 6.

    Still seems so simple that I feel I am missing something.

    vol/min=vol/sec*60
    realtimevolrelativetoADV=(vol/min-ADV)/ADV=(vol/sec*60-ADV)/ADV.

    What am I missing?
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  9. 09-15-2017, 04:51 PM #9
    tommytrader
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    Re: Does Excel have a function that can return a value of amount of Vol per Min. across 6.

    Thanks anyway, after further analysis what I am trying to accomplish is not possible with the data feeds I have...
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