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Volume

The Volume category provides real-time and historical measures of trading activity, including total volume during pre-market, regular, and post-market hours, average volume over weeks or months, and relative volume comparisons.

These metrics help identify liquidity levels, unusual volume spikes, and directional conviction behind price moves. By automating volume analysis across multiple periods and sessions, traders can quickly gauge market participation, validate momentum, and select liquid names suited for diverse trading strategies.

Volume All Hours

Total shares traded across pre-market, regular, and post-market sessions for the current day. Low volume under 100k is highlighted.

Supports identifying stocks with sufficient liquidity for execution throughout all trading hours.

Real-Time
Liquid (Any Ticker)Liquid Common SharesAcceptable VolumeVolume 200k+

Volume Regular

Shares traded during regular market hours.

Helps confirm intraday liquidity and participation during main trading sessions.

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Also available for 1 day ago

Compact Name: Volume All Hours, Volume -1D

Real-Time

Volume Pre

Shares traded during pre-market session.

Useful for spotting early momentum or news-driven volume before the open.

Real-Time

Volume Post

Shares traded during post-market session.

Enables assessment of after-hours trading interest and reaction to news/events.

Real-Time

Average Volume

Average daily trading volume over the chosen period.

Reflects liquidity and trading consistency, important for position sizing and strategy planning.

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Available for 2 weeks and 3 months

Compact Name: AvgVol 2W, AvgVol 3M

Regular Close

Average Turnover 3 Months ($)

Three-month average daily turnover, calculated as Price x Volume.

Indicates capital flow through the stock, useful for gauging market impact and institutional interest.

Compact Name: Average Turnover 3M ($)

Regular Close

Relative Volume

Relative Volume (RVOL) compares the current trading volume—including pre-market, regular, and post-market sessions—to the average volume for the same portion of the trading day over the past three months. RVOL above 2 indicates volume is at least twice the typical level and is highlighted.

The volume calculation is adjusted intraday based on how much time has elapsed since session open, ensuring a fair comparison between current volume and the proportional average volume for that same intraday period.

Identifies unusual trading activity relative to typical patterns, aiding in spotting momentum surges or sell-offs.

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Also available for 1, 2, and 3 days ago

Compact Name: RVOL, RVOL -1D, RVOL -2D, RVOL -3D

Real-Time
Relative Volume 2+Relative Volume 3+

Up/Down Volume

Over X Days (%)

Ratio of volume on up days versus down days over the selected period.

Signals whether buying or selling pressure has dominated recently, helping evaluate trend sustainability.

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Available for 20 and 60 days

Compact Name: UP/DN Vol Days 20D (%), UP/DN Vol Days 60D (%)

Regular Close Custom Metric
More Buyers - Up/Dn Volume 20 DaysMore Sellers - Up/Dn Volume 20 Days