I have a chart with the definition below. It's an IsVolumeCandles RTX chart with Volume Profile (Background) and Color (Delta).
I'd like to export the volume profile and delta data for analysis.
When I Export --> All Chart Data, I get a file with header
Symbol, Date, RTX, RTX, TNOTE, NOTES, Open, High, Low, Close, Volume
.
But this exported file doesn't contain any of the volume-at-price or delta-at-price data that are reflected in the chart.
Can anyone point me in the right direction to export the volume and delta at each price from this chart?
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BEGIN Investor/RT CHART DEFINITION for renko-volume
COMMENT=rtx-volume-profile-delta-candles
SOURCE=David Skalak
PLATFORM=Windows 10 (6.2, Build 9200)
DATE=2018-04-10 14:26
TIMEZONE=Eastern Daylight Time (GMT - 5:00) DST
VERSION=13.2.8 (Build #33307 Apr 3 2018 16:30:31)
DATAFEED=IQFEED ORS=N/A
NAME=renko-volume SIZE=1021,1911
PERIODICITY=8,9,268435456 (9t Renko*)
PIXELS=53:0
LOOKAHEAD=0
RMARGIN=0
CFLAGS=524288 CFLAGS2=16963745
VIEWPERIOD=1,1,5,3605679000,3606221700 (Last 5 days)
SUBSESSION=0,30,6
COLORS=8553090,16777215,7237230,16053492,15921906,11842740,16777215,0,0
DESC=renko-volume: @NQ# (9t Re*) E-MINI NASDAQ 100 JUNE 2018 9t Renko*, Day Session 09:30-16:15
SESSION OVERRIDE=40 Globex DAY: Hours: 09:30 to 16:15
C#nVALUES=C#1=10000,
TICKER=@NQ#:AUTO:31 SECTYPE=3 DISPLAY=12 ALIAS=
-Tick Data: 60 Days, Intraday: All Data, Daily: 4900 Days
PANE #1 PCT=1.000004 PFLAGS=33928 SCALE=1,6568.000000,6597.889045,0.250000,1.000000,0.000000,0,0
INDICATOR: RTX #111 ASSOC: @NQ#:AUTO:40 ID#1 PERIODICITY: 8,9,268435456 DESC: lsVolumeCandles RTX[@NQ# (9t Re*) 0] LABEL: T TXTLBL: F,"AUTO",F FORMAT: 12 RECALC: 4,1 RTXPARMS: T,T,T,F,T,1,1,1,3,4293120,10158080,7105644,12829635,16711808,T,11711154,7661568,16727614,2,F,8421504,F,F,0,F,F,5,F,0,0,0,3, x ,0,1,3,F,10,F,2,130,T,TID ,T,F,4210752,F,125,25,F,13,128,0,F,3593673857,T,0,0,3,1,0,T,0,20123,3566592,7929856,9816831,6029147,16757683,F,20000,10,10,F PREFS: 0,100,0,4,2,0,167,84,84,2,2,0,0,0,0,0,0,0,0,0,0,0,0,0,16711680,0,0,0,TFTFF2113517121671168012632256842150415198207T051712167116802F8421504TF0F,14,128,lsVolumeCandles,12111211,5,1,0,0,0,0,0,0,0,0,0,0,10,8,0,2,0,0,0,0,0,0,0,0,0,0,0,
INSTRUMENT: @NQ#:AUTO:40 ID#1 PERIODICITY: 8,9,268435456 TYPE: 12,2,12 COLORS: 0,12255232,1,0
VAP_FOOTPRINT: 0,0,8,7,9,0,0,100,1,0,0,4672,50,0,0.25,0,0,0,0,0,Arial,0,
SESSION #40. Globex DAY: Open,UnPosted, Hours: 09:30 to 16:15
INDICATOR: RLINE #6 ASSOC: @NQ#:AUTO:40 ID#1 PERIODICITY: 8,9,268435456 DESC: REF[@NQ# (9t Re*) 0] 6885.00 LABEL: F TXTLBL: F,"AUTO",F RECALC: 0,0 PREFS: 255,0,0,1,2,0,2,3604470017,6885.02295,T,F,F,F,F,2,3,0,\0,0,F,512,,220161888,6597.88904,32.28608,F,F,100DayPctChg,0,1242240,4096,T,F,F,0,0,0,0,-0,0,0,0,-1,163,163,163,2,2,0,F,F,1,12801280,3,F,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,F,F,2,2,F,F,F,18,50,0,1,0,F,60,0,0,T,F,0,18,30,
INDICATOR: RLINE #6 ASSOC: @NQ#:AUTO:40 ID#1 PERIODICITY: 8,9,268435456 DESC: REF[@NQ# (9t Re*) 0] 6410.00 LABEL: F TXTLBL: F,"AUTO",F RECALC: 0,0 PREFS: 255,0,0,1,2,0,2,3082554995,6410.08301,T,F,F,F,F,2,3,0,\0,0,F,512,,220161888,6597.88904,32.28608,F,F,100DayPctChg,0,1242240,4096,T,F,F,0,0,0,0,-0,0,0,0,-1,163,163,163,2,2,0,F,F,1,12801280,3,F,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000,F,F,2,2,F,F,F,18,50,0,1,0,F,60,0,0,T,F,0,18,30,
INDICATOR: WM #168 ASSOC: @NQ#:AUTO:40 ID#1 PERIODICITY: 8,9,268435456 DESC: Watermark[@NQ# (9t Re*) 0] LABEL: F TXTLBL: F,"AUTO",F RECALC: 0,0 PREFS: 255,Tahoma,32,0,0,0,0,0,IRT,10401040,
INDICATOR: INFO #116 ASSOC: @NQ#:AUTO:40 ID#1 PERIODICITY: 8,9,268435456 DESC: INFO[@NQ# (9t Re*) 0] LABEL: F TXTLBL: F,"AUTO",F RECALC: 0,0 PREFS: 0,0,0,0,0,0,255,255,255,0,0,0,fixed,9,615,611,6.60377,9.42529,212962448,80,255,255,255,-2968,15,5243030,0,0,2,12641264,1,
INDICATOR: TNOTE #23 ASSOC: @NQ#:AUTO:40 ID#1 PERIODICITY: 8,9,268435456 DESC: Trading Notes[@NQ# (9t Re*) 0] LABEL: F TXTLBL: F,"",F RECALC: 0,0 PREFS: 0,148,0,0,0,0,10,1,F,0,16,\0,367801024,3903,1,175967936,8,9,0,13011301,0,0,0,99,9,0,0,33488896,10,0,0,0,16,0,0,0,
INDICATOR: ANOTE #24 ASSOC: @NQ#:AUTO:40 ID#1 PERIODICITY: 8,9,268435456 DESC: NOTE[@NQ# (9t Re*) 0] LABEL: F TXTLBL: F,"",F RECALC: 0,0 PREFS: 117440512,helvetica,12,0,T,F,0,0,0,0,0,159416448,0,0,\0,201326591,F,F,F,F,F,F,0,0,0,0,0,0,F,F,\0,0,13001300,0,0,F,F,T,T,0,0,F,F,F,F,0,
INDICATOR: RLINE #6 ASSOC: @NQ#:AUTO:40 ID#1 PERIODICITY: 8,9,268435456 DESC: REF[@NQ# (9t Re*) 0] Working Order LABEL: T TXTLBL: F,"",F RECALC: 0,0 PREFS: 204,0,0,1,2,0,0,0,0,F,F,T,F,F,0,15,10,\0,0,F,F,\0,220161888,6597.88904,32.28608,T,F,\0,0,0,4096,F,T,F,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0,12801280,12,T,T,0,0,0,0,0,0,0,0,262144,0.000000,0.000000,0.000000,F,F,0,0,F,F,F,F,50,0,1,0,F,60,0,0,T,F,0,0,30,
INDICATOR: RLINE #6 ASSOC: @NQ#:AUTO:40 ID#1 PERIODICITY: 8,9,268435456 DESC: REF[@NQ# (9t Re*) 0] Fill LABEL: T TXTLBL: F,"",F RECALC: 0,0 PREFS: 204,0,0,2,2,0,0,0,0,F,F,T,F,F,0,15,9,\0,0,F,F,\0,220161888,6597.88904,32.28608,T,F,\0,0,0,4096,F,T,F,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,F,F,0,12801280,12,T,F,0,0,0,0,0,0,0,0,262144,0.000000,0.000000,0.000000,T,F,0,0,F,F,F,F,50,0,1,0,F,60,0,0,T,F,0,0,30,
END Investor/RT CHART DEFINITION for renko-volume
As you know, currently, the export of most indicators, results in a row for each bar, and a column for each indicator (sometimes multiple columns if the indicator has multiple data items).
VolumeCandles clearly doesn't fit this model. Each bar has a variable number of prices, maybe 3, maybe 150, each with their own data items (price, buy volume, sell volume, total volume, ticks, delta, etc). Combine with potentially 10s of 1,000s of bars, I'm just not sure how you'd expect to see that data exported to an excel document.
If there is a specific data item you want to extract from each bars VolumeCandle, that can be done. For instance, the VPOC of each bar. The Delta of each bar. The Buy Volume of each bar. Even the delta of the VPOC of each bar. Highest delta price of each bar. Much of this can be done by adding the Bar Stats indicator and exporting it's values I believe. Would any of this accomplish what you're after?
>>I'm just not sure how you'd expect to see that data exported to an excel document.
Agree that it would be a task, but I think you're a magician, Chad.
My thought in asking was that there might be a hidden way to access an export format like the Expanded format for Volume Profile data.
That format contains the data at each price in each bar.
But now I realize that the piece of data I was most interested in --- the Delta at each price in each bar --- already is included for free in the Expanded Volume Profile export.
Sorry for not having realized this earlier.
You might also check into exports of Bar Statistics and Price Statistics.
When you export Bar Stastics, you get the cumulative volume at price information (of various durations - 1 day, X Days, X Bars, etc)....
Similarly, exporting Bar Statistics does a great job of providing the volume data per bar.....