How to check the volume of shares traded in post market on a particular day?
You can check what is the day volume at 3.31 PM and also check the volume at 4.01 PM the difference should give you the volume traded for post market session.
Hi @KarthikAcharya , Thanks for the reply.
Using the method you mentioned I’m able to capture the post market volume for the current day.
How can i get the data for a previous date , like 3 months ago or 6 months ago like in history.
Thanks for you support
I’m not sure if the pre- and post-market data is archived or accessible in the past.
Hi @zeusalpha Thanks for the reply.
Is it possible to calculate this volume indirectly. one method i have in mind is…
Take the day candle volume and subtract the sum of all 1min candle volumes. the difference should be sum of pre-open session volume and post market session volume. If we can remove the pre-open volume, we should be left with post market session volume.
Is this possible?
Is the day’s candle volume equal to the sum of all 1 min or any min vol? Simply add the volume of one hour to the volume of one day. You can try to test this. So my guess is that the 1st (any) candle would include the pre-session trades. So there should not be any way to distinguish this.
Also, delivery volume is the key. This is different than the traded volume. From my understanding so far, the quantity feature which you see in the pre-market report should be either the “complete” buy or sell orders, in full. I mean, it’s either the buy orders or sell orders, not both. This is based on my studies. You would get the same conclusion if you studied that report carefully from the NSE. In my opinion, only this column matters in a pre-market report. The rest of the columns are just there to confuse retailers. The buy and sell orders, including the market depth in zerodha during the pre-market, are useless data. The tick-by-tick is not available to retail people like us.
PS: All the above conclusions are my opinion and a part of my study. It does not represent or suggest anyone should invest based on these.