R regough Feb 28, 2003 #1 Any of you guys happen to track Avg contracts traded by time of day just as a gauge to activity. I was wondering what the volumes might be at 10.30, 11.30, 2.30, and close. Could be any average, 20 day, 50 day, 90 day, etc. TIA, Bob.
Any of you guys happen to track Avg contracts traded by time of day just as a gauge to activity. I was wondering what the volumes might be at 10.30, 11.30, 2.30, and close. Could be any average, 20 day, 50 day, 90 day, etc. TIA, Bob.
P prox Feb 28, 2003 #2 I think it's around 500-600k daily and then given the first third of the day is 40% of the volume, the last third is 40%, and the middle is 20% .. that should be somewhat close. NQ is about 200k daily.
I think it's around 500-600k daily and then given the first third of the day is 40% of the volume, the last third is 40%, and the middle is 20% .. that should be somewhat close. NQ is about 200k daily.
