Indicators
sessionVolumePrice
Track close-price volume effort runs and volume-at-price profile
sessionVolumePrice (all)
Track close-price volume effort runs and volume-at-price profile
Input parameters
| Prop | Type | Default | Description |
|---|---|---|---|
| id | string | - | Optional VolumePrice instance id |
| volumeBucketLadder | string | 100,250,500,1000,2000,3000,5000,10000 | Comma-separated volume effort buckets |
| plot | boolean | false | Plot finalized minute close colored by volume bucket |
| plotName | string | Session Volume Price | Plot series name |
| plotPadding | number | 0 | Padding added to plotted finalized minute closes |
| plotWidth | number | 1 | Plot line width |
Output parameters
| Output | Description |
|---|---|
| getSnapshot | Return the VolumePrice tape snapshot |
| getRuns | Return filtered VolumePrice bucket runs |
| getProfile | Return a filtered volume-at-price profile |
| getIntentEvents | Return finalized minute VolumePrice intent events |
| getIntentSummary | Return aggregated finalized minute VolumePrice intent evidence |
| classify | Classify finalized or live-inclusive VolumePrice evidence |
| volumeAbove | Return profile volume above a price level |
| volumeBelow | Return profile volume below a price level |
| volumeBetween | Return profile volume between two price levels |
SQL example
TICK sessionVolumePrice plot=true