Hi, I’m trying to pull trading volume for stock indices to use in formulas.
For example, for SP500, something like daily volume
Vol(0,GetSeries(“$SP500”))
or average volume over a time period.
AvgVol(63,0,GetSeries(“$SP500”))
I’m not getting any results with the above. (Or am I trying to pull the volume data incorrectly?) I don’t necessarily need the SP500; other broad indices would probably do as I’m just using relative comparisons. So I guess, do any of the indices have volume data I can use in calcs like above? thanks,