Intraday Calculation Functions

Intraday Calculation Functions enable in-depth analysis of intraday market data. These functions can return basic metrics such as highs, lows, averages, and totals, as well as values relative to key events like intraday highs or lows. By combining parameters for time range, bar size, and data type, you can perform detailed intraday analysis across pre-market, regular, and after-hours sessions.

Calculation Functions

INTRADAY_MAX

Returns the maximum value of a requested data point within a specified intraday time range.

[INTRADAY_MAX(requested_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to evaluate for the maximum value. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example 1

[INTRADAY_MAX(price_high_unadj, 0, 9:30, 10:29, 1)]

This example returns the highest unadjusted price from the first hour of regular hours trading.

Example 2

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INTRADAY_MIN

Returns the minimum value of a requested data point within a specified intraday time range.

[INTRADAY_MIN(requested_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to evaluate for the minimum value. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example 1

[INTRADAY_MIN(volume_unadj, 0, 4:00, 19:59, 15)]

This example returns the lowest unadjusted 15-minute bar volume across all sessions (pre-market, regular, after-hours).

Example 2

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INTRADAY_AVG

Returns the average of a requested data point within a specified intraday time range.

[INTRADAY_AVG(requested_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to average. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_AVG(volume_unadj, 0, 4:00, 9:29, 5)]

This example returns the average unadjusted volume of all 5-minute bars during pre-market trading.

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INTRADAY_SUM

Returns the total of a requested data point within a specified intraday time range.

[INTRADAY_SUM(requested_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to sum. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_SUM(volume_unadj, 0, 9:30, 10:29, 30)]

This example returns the total unadjusted volume for the first hour of regular hours trading.

In this example, bar_minutes is set to 30, but using 1, 5, 15, or 30 will all produce the same result.

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INTRADAY_FIRST

Returns the first value of a requested data point within a specified intraday time range.

[INTRADAY_FIRST(requested_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to return. Accepts any available intraday data point.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example 1

[INTRADAY_FIRST(price_open_adj, 0, 4:00, 9:29, 1)]

This example returns the first adjusted price during pre-market trading.

Example 2

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INTRADAY_LAST

Returns the last value of a requested data point within a specified intraday time range.

[INTRADAY_LAST(requested_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to return. Accepts any available intraday data point.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_LAST(price_close_adj, 0, 4:00 PM, 7:59 PM, 1)]

This example returns the last adjusted price during after-hours trading.

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Value at Min/Max Functions

INTRADAY_VALUE_AT_MAX

Returns the value of a requested data point for the time another data point reaches its maximum within a specified intraday time range.

[INTRADAY_VALUE_AT_MAX(requested_data, max_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to return. This value is retrieved for the time when max_data reaches its maximum. Accepts any available intraday data point.

• max_data - Data point to evaluate for the maximum value. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example 1

[INTRADAY_VALUE_AT_MAX(time, price_high_adj, 0, 12:00, 14:59, 5)]

This example finds the 5-minute bar with the highest price between 12 PM and 2:59 PM, then returns its time.

Example 2

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INTRADAY_VALUE_AT_MIN

Returns the value of a requested data point for the time another data point reaches its minimum within a specified intraday time range.

[INTRADAY_VALUE_AT_MIN(requested_data, min_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to return. This value is retrieved for the time when min_data reaches its minimum. Accepts any available intraday data point.

• min_data - Data point to evaluate for the minimum value. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example 1

[INTRADAY_VALUE_AT_MIN(time, price_low_adj, 0, 12:00, 14:59, 5)]

This example finds the 5-minute bar with the lowest price between 12 PM and 2:59 PM, then returns its time.

Example 2

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Average Relative to Min/Max Functions

INTRADAY_AVG_BEFORE_MAX

Returns the average of a requested data point leading up to the exact time another data point reaches its maximum within a specified intraday time range.

[INTRADAY_AVG_BEFORE_MAX(requested_data, max_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to average before the time that max_data reaches its maximum. Accepts intraday price and volume data points.

• max_data - Data point to evaluate for the maximum value. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_AVG_BEFORE_MAX(volume_adj, price_high_adj, 0, 9:30, 15:59, 5)]

This example finds the 5-minute bar with the highest price during regular trading hours, then returns the average 5-minute volume for all bars that occurred before it.

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INTRADAY_AVG_AFTER_MAX

Returns the average of a requested data point following the exact time another data point reaches its maximum within a specified intraday time range.

[INTRADAY_AVG_AFTER_MAX(requested_data, max_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to average after the time that max_data reaches its maximum. Accepts intraday price and volume data points.

• max_data - Data point to evaluate for the maximum value. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_AVG_AFTER_MAX(volume_adj, price_high_adj, 0, 9:30, 15:59, 5)]

This example finds the 5-minute bar with the highest price during regular trading hours, then returns the average 5-minute volume for all bars that occurred after it.

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INTRADAY_AVG_BEFORE_MIN

Returns the average of a requested data point leading up to the exact time another data point reaches its minimum within a specified intraday time range.

[INTRADAY_AVG_BEFORE_MIN(requested_data, min_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to average before the time that min_data reaches its minimum. Accepts intraday price and volume data points.

• min_data - Data point to evaluate for the minimum value. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_AVG_BEFORE_MIN(volume_adj, price_low_adj, 0, 9:30, 15:59, 5)]

This example finds the 5-minute bar with the lowest price during regular trading hours, then returns the average 5-minute volume for all bars that occurred before it.

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INTRADAY_AVG_AFTER_MIN

Returns the average of a requested data point following the exact time another data point reaches its minimum within a specified intraday time range.

[INTRADAY_AVG_AFTER_MIN(requested_data, min_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to average after the time that min_data reaches its minimum. Accepts intraday price and volume data points.

• min_data - Data point to evaluate for the minimum value. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_AVG_AFTER_MIN(volume_adj, price_low_adj, 0, 9:30, 15:59, 5)]

This example finds the 5-minute bar with the lowest price during regular trading hours, then returns the average 5-minute volume for all bars that occurred after it.

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Sum Relative to Min/Max Functions

INTRADAY_SUM_BEFORE_MAX

Returns the total of a requested data point leading up to the exact time another data point reaches its maximum within a specified intraday time range.

[INTRADAY_SUM_BEFORE_MAX(requested_data, max_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to sum leading up to when max_data reaches its maximum. Accepts intraday price and volume data points.

• max_data - Data point to evaluate for the maximum value. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_SUM_BEFORE_MAX(volume_adj, price_high_adj, 0, 9:30, 15:59, 5)]

This example finds the 5-minute bar with the highest price during regular trading hours, then returns the total volume of all bars that occurred before it.

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INTRADAY_SUM_AFTER_MAX

Returns the total of a requested data point following the exact time another data point reaches its maximum within a specified intraday time range.

[INTRADAY_SUM_AFTER_MAX(requested_data, max_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to sum after the time that max_data reaches its maximum. Accepts intraday price and volume data points.

• max_data - Data point to evaluate for the maximum value. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_SUM_AFTER_MAX(volume_adj, price_high_adj, 0, 9:30, 15:59, 5)]

This example finds the 5-minute bar with the highest price during regular trading hours, then returns the total volume of all bars that occurred after it.

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INTRADAY_SUM_BEFORE_MIN

Returns the total of a requested data point leading up to the exact time another data point reaches its minimum within a specified intraday time range.

[INTRADAY_SUM_BEFORE_MIN(requested_data, min_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to sum before the time that min_data reaches its minimum. Accepts intraday price and volume data points.

• min_data - Data point to evaluate for the minimum value. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_SUM_BEFORE_MIN(volume_adj, price_low_adj, 0, 9:30, 15:59, 5)]

This example finds the 5-minute bar with the lowest price during regular trading hours, then returns the total volume of all bars that occurred before it.

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INTRADAY_SUM_AFTER_MIN

Returns the total of a requested data point following the exact time another data point reaches its minimum within a specified intraday time range.

[INTRADAY_SUM_AFTER_MIN(requested_data, min_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to sum after the time that min_data reaches its minimum. Accepts intraday price and volume data points.

• min_data - Data point to evaluate for the minimum value. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_SUM_AFTER_MIN(volume_adj, price_low_adj, 0, 9:30, 15:59, 5)]

This example finds the 5-minute bar with the lowest price during regular trading hours, then returns the total volume of all bars that occurred after it.

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Value at Min/Max Sequence Functions

INTRADAY_VALUE_AT_MIN_BEFORE_MAX

Returns the value of a requested data point for the time another data point reaches its minimum before a third data point reaches its maximum, within a specified intraday time range.

[INTRADAY_VALUE_AT_MIN_BEFORE_MAX(requested_data, min_data, max_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to return. This value is retrieved for the time when min_data reaches its minimum before max_data reaches its maximum. Accepts any available intraday data point.

• min_data - Data point to evaluate for the minimum value. The function finds the lowest value of this data point before the maximum value of max_data. Accepts intraday price and volume data points.

• max_data - Data point to evaluate for the maximum value. The function finds the time this value is highest, and then looks for the minimum of min_data prior to that time. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example 1

[INTRADAY_VALUE_AT_MIN_BEFORE_MAX(time, price_low_adj, price_high_adj, 0, 9:30, 15:59, 1)]

This example finds the highest price during regular trading hours, then returns the time when the lowest price occurred before that high.

Example 2

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INTRADAY_VALUE_AT_MIN_AFTER_MAX

Returns the value of a requested data point for the time another data point reaches its minimum after a third data point reaches its maximum, within a specified intraday time range.

[INTRADAY_VALUE_AT_MIN_AFTER_MAX(requested_data, min_data, max_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to return. This value is retrieved for the time when min_data reaches its minimum after max_data reaches its maximum. Accepts any available intraday data point.

• min_data - Data point to evaluate for the minimum value. The function finds the lowest value of this data point after the maximum value of max_data. Accepts intraday price and volume data points.

• max_data - Data point to evaluate for the maximum value. The function finds the time this value is highest, and then looks for the minimum of min_data after that time. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example 1

[INTRADAY_VALUE_AT_MIN_AFTER_MAX(time, price_low_adj, price_high_adj, 0, 9:30, 15:59, 1)]

This example finds the highest price during regular trading hours, then returns the time when the lowest price occurred after that high.

Example 2

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INTRADAY_VALUE_AT_MAX_BEFORE_MIN

Returns the value of a requested data point for the time another data point reaches its maximum before a third data point reaches its minimum, within a specified intraday time range.

[INTRADAY_VALUE_AT_MAX_BEFORE_MIN(requested_data, max_data, min_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to return. This value is retrieved for the time when max_data reaches its maximum before min_data reaches its minimum. Accepts any available intraday data point.

• max_data - Data point to evaluate for the maximum value. The function finds the highest value of this data point before the minimum value of min_data. Accepts intraday price and volume data points.

• min_data - Data point to evaluate for the minimum value. The function finds the time this value is lowest, and then looks for the maximum of max_data prior to that time. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example 1

[INTRADAY_VALUE_AT_MAX_BEFORE_MIN(time, price_high_unadj, price_low_adj, 0, 9:30, 15:59, 1)]

This example finds the lowest price during regular trading hours, then returns the time when the highest price occurred before that low.

Example 2

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INTRADAY_VALUE_AT_MAX_AFTER_MIN

Returns the value of a requested data point for the time another data point reaches its maximum after a third data point reaches its minimum, within a specified intraday time range.

[INTRADAY_VALUE_AT_MAX_AFTER_MIN(requested_data, max_data, min_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to return. This value is retrieved for the time when max_data reaches its maximum after min_data reaches its minimum. Accepts any available intraday data point.

• max_data - Data point to evaluate for the maximum value. The function finds the highest value of this data point after the minimum value of min_data. Accepts intraday price and volume data points.

• min_data - Data point to evaluate for the minimum value. The function finds the time this value is lowest, and then looks for the maximum of max_data after that time. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example 1

[INTRADAY_VALUE_AT_MAX_AFTER_MIN(time, price_high_unadj, price_low_adj, 0, 9:30, 15:59, 1)]

This example finds the lowest price during regular trading hours, then returns the time when the highest price occurred after that low.

Example 2

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INTRADAY_VALUE_AT_MAX_BEFORE_MAX

Returns the value of a requested data point for the time another data point reaches its maximum before a third data point reaches its own maximum, within a specified intraday time range.

[INTRADAY_VALUE_AT_MAX_BEFORE_MAX(requested_data, target_max_data, max_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to return. This value is retrieved for the time when target_max_data reaches its maximum before max_data reaches its maximum. Accepts any available intraday data point.

• target_max_data - Data point to evaluate for the maximum value. The function finds the highest value of this data point before the maximum value of max_data. Accepts intraday price and volume data points.

• max_data - Data point to evaluate for the maximum value. The function finds the time this value is highest, and then looks for the maximum of target_max_data prior to that time. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_VALUE_AT_MAX_BEFORE_MAX(volume_unadj, volume_unadj, price_high_unadj, 0, 9:30, 15:59, 5)]

This example finds the 5-minute bar with the highest price during regular trading hours, then finds the 5-minute bar with the highest volume that occurred before that high, and returns the unadjusted volume of that bar.

volume_unadj is passed twice because it serves as both the data point used to find the maximum and the data point to return.

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INTRADAY_VALUE_AT_MAX_AFTER_MAX

Returns the value of a requested data point for the time another data point reaches its maximum after a third data point reaches its own maximum, within a specified intraday time range.

INTRADAY_VALUE_AT_MAX_AFTER_MAX(requested_data, target_max_data, max_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to return. This value is retrieved for the time when target_max_data reaches its maximum after max_data reaches its maximum. Accepts any available intraday data point.

• target_max_data - Data point to evaluate for the maximum value. The function finds the highest value of this data point after the maximum value of max_data. Accepts intraday price and volume data points.

• max_data - Data point to evaluate for the maximum value. The function finds the time this value is highest, and then looks for the maximum of target_max_data after that time. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_VALUE_AT_MAX_AFTER_MAX(volume_unadj, volume_unadj, price_high_unadj, 0, 9:30, 15:59, 5)]

This example finds the 5-minute bar with the highest price during regular trading hours, then finds the 5-minute bar with the highest volume that occurred after that high, and returns the unadjusted volume of that bar.

volume_unadj is passed twice because it serves as both the data point used to find the maximum and the data point to return.

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INTRADAY_VALUE_AT_MIN_BEFORE_MIN

Returns the value of a requested data point for the time another data point reaches its minimum before a third data point reaches its minimum, within a specified intraday time range.

[INTRADAY_VALUE_AT_MIN_BEFORE_MIN(requested_data, target_min_data, min_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to return. This value is retrieved for the time when target_min_data reaches its minimum before min_data reaches its minimum. Accepts any available intraday data point.

• target_min_data - Data point to evaluate for the minimum value. The function finds the lowest value of this data point before the minimum value of min_data. Accepts intraday price and volume data points.

• min_data - Data point to evaluate for the minimum value. The function finds the time this value is lowest, and then looks for the minimum of target_min_data prior to that time. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_VALUE_AT_MIN_BEFORE_MIN(volume_unadj, volume_unadj, price_low_unadj, 0, 9:30, 15:59, 5)]

This example finds the 5-minute bar with the lowest price during regular trading hours, then finds the 5-minute bar with the lowest volume that occurred before that low, and returns the unadjusted volume of that bar.

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INTRADAY_VALUE_AT_MIN_AFTER_MIN

Returns the value of a requested data point for the time another data point reaches its minimum after a third data point reaches its own minimum, within a specified intraday time range.

[INTRADAY_VALUE_AT_MIN_AFTER_MIN(requested_data, target_min_data, min_data, offset_days, start_time, end_time, bar_minutes)]

Parameters

• requested_data - Data point to return. This value is retrieved for the time when target_min_data reaches its minimum after min_data reaches its minimum. Accepts any available intraday data point.

• target_min_data - Data point to evaluate for the minimum value. The function finds the lowest value of this data point after the minimum value of min_data. Accepts intraday price and volume data points.

• min_data - Data point to evaluate for the minimum value. The function finds the time this value is lowest, and then looks for the minimum of target_min_data after that time. Accepts intraday price and volume data points.

• offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.

• start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.

• bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.

Example

[INTRADAY_VALUE_AT_MIN_AFTER_MIN(volume_unadj, volume_unadj, price_low_unadj, 0, 9:30, 15:59, 5)]

This example finds the 5-minute bar with the lowest price during regular trading hours, then finds the 5-minute bar with the lowest volume that occurred after that low, and returns the unadjusted volume of that bar.