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hello,
I have a 5-min intraday database. I like to compare vol so far vs avg
vol so far (eg 3 month). For example, I like to compare the vol of
first 5,10,15 min...vs the avg vol of first 5,10,15 min.
Some stocks may not have vol for certain time in the historical data.
How to write the codes?
thank you very much!
william
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