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I'm working on an Exploration, and want to REF the first 25 minutes of
the trading day (using a 1-min database). Would the right way to do
this be to find out what the time is for the current bar and then
calculate back in the array to figure out the timeperiod I want to
reference?
I'm looking for the sum of the volume for this time period. TIA - any
advise is much appreciated.
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