Bloomberg historical data field: average volume

M

Maverick2608

I cannot seem to find a Bloomberg historical data field: average volume.

Of course I can draw 3 months volume and calculate the average. But if you have 100,000 data entries - stocks at different dates, it would require a massive amount of data to calculate the figure across the 100,000 entries (100,000 times 60 trading days.) It would be much easier to just use a data field to draw average volume for a particular stock at a particular date.

Anyone see a solution to that problem?
 
Maverick2608 said:
I cannot seem to find a Bloomberg historical data field: average volume.

Of course I can draw 3 months volume and calculate the average. But if you have 100,000 data entries - stocks at different dates, it would require a massive amount of data to calculate the figure across the 100,000 entries (100,000 times 60 trading days.) It would be much easier to just use a data field to draw average volume for a particular stock at a particular date.

Anyone see a solution to that problem?
More...

are these not retreivable historically?

upload_2022-10-7_6-7-52.png
 
You need a stock charting software e.g. Metastock, NinjaTrader or Amibroker just to name a few. You will also need a data source e.g. free Yahoo Finance daily data. NinjaTrader is a freeware if you don't need live trading. I personally use Amibroker. It has a companion software(AmiQuote) for downloading data from paid or free source. It's a paid software. Be warned that the learning curve is steep. User support via forum. Those who know programming will be easier.

This is the script to plot the 60days moving average for volume.
Plot( MA(Volume, 60), "3month MA", colorBlue, styleThick);
Ticker = A, daily volume in histogram, blue line is 60 days moving average
A-volume.jpg
 
Peter8519 said:
You need a stock charting software e.g. Metastock, NinjaTrader or Amibroker just to name a few. You will also need a data source e.g. free Yahoo Finance daily data. NinjaTrader is a freeware if you don't need live trading. I personally use Amibroker. It has a companion software(AmiQuote) for downloading data from paid or free source. It's a paid software. Be warned that the learning curve is steep. User support via forum. Those who know programming will be easier.

This is the script to plot the 60days moving average for volume.
Plot( MA(Volume, 60), "3month MA", colorBlue, styleThick);
Ticker = A, daily volume in histogram, blue line is 60 days moving average
View attachment 296995
More...
Thank you. I does not look practical across 100,000 entries. It looks more suitable to study individual stocks.
 
Peter8519 said:
You need a stock charting software e.g. Metastock, NinjaTrader or Amibroker just to name a few. You will also need a data source e.g. free Yahoo Finance daily data. NinjaTrader is a freeware if you don't need live trading. I personally use Amibroker. It has a companion software(AmiQuote) for downloading data from paid or free source. It's a paid software. Be warned that the learning curve is steep. User support via forum. Those who know programming will be easier.

This is the script to plot the 60days moving average for volume.
Plot( MA(Volume, 60), "3month MA", colorBlue, styleThick);
Ticker = A, daily volume in histogram, blue line is 60 days moving average
View attachment 296995
More...
%%
Good points.
I use but not limited to IBD newspaper charts+ website;
any stock or ETFs with 50 day average daily volume \
+ average weekly volume......... Some paid, some free ;but free is not unlimited #of symbols
 
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