How to access price range of specific time period.

[strategy1]

Hello,
Is there a way to access a price range (as the amount and a percentage) and a quantity a stock traded during a specified time period. There is a way to access the High and Low of the specific Time range. Is there a way to use it to get the price range.

For example, if the stock traded between 100 and 101 between 9:30 and 11:30 and had a quantity of 5,000,000 - it would return a price range of 1.00, or 1% and a quantity of 5,000,000.

Thank you

[NinjaTrader_Ray]

Sure but you will have to write some code to do this.

- Find the specifc bars that mark the beginning and end of the range
- With this information, you can find the max high and the min low for the range
- Calculate the volume traded

Here is a reference sample for geting the specific bars based on time - http://www.ninjatrader-support.com/vb/showthread.php?t=8600