Measuring intra day VOL

Hello, anyone have experience programming a tool that is capable of just measuring 1/2 hour time frames and calculating the average tru range is for specifically 08:30cst.- 02:00 pm for whichever period of historical days I want to look at , be it two days a week etc ?


the ATR most packaged studies simply gets skewed because I cant tell it to look at specific hours of the day over "xx' period of days...

thanks
 
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