Historical volume
- Thread starter met1989
- Start date
What secret broker?
Think or swim
Yeah like an average or just historical volume
IN IB tws you right click at the top of the options chain, choose configure and add volume, last size and time of last trade. You must be able to configure an option chain in tos.
It depends on what specifically you need! If you want volume for a specific date, you may be able to achieve using OnDemand. If you want volume for a specific option, just use Charts, and specify the option, and insure volume is included! Such as below:
If you need much more complex than that, you may need to purchase the data, but that may be an unpleasant undertaking, depending on your needs.
I am sure your broker has it, you just have to find it.
I can download into Excel up to six months of historical options data including open, high low close and OI, and that brokerage is not one of those that advertises for day traders or even frequent traders.