Question on TOS script code to monitor volume change in option strike

Platform
  1. Thinkorswim
Good day all

I have a question, does anyone have any script that can monitor the speed of volume change within 5 minutes for different option strikes?

I follow a group which they use they called it "my speed" which they use current volume value to deduct volume 5 minutes ago then divided by timeframe 5 minutes. They also use that on dollar value to calculate beside volume of the option strike to monitor the trend to either do butterfly or naked call/put. Unfortunately they are unwilling to share codes for that. Thank you all in advance for this thread. Really appreciated
 

barbaros

Administrator
Staff member
That's the bid price. There is bid, ask, last, volume of the bar. You mentioned volume, so that would be volume. If you are looking for number of transactions filled at the bid price, that wouldn't be possible in ToS.
 
how about seeing the difference between the last price for between current and past 5 minute

will i just change the word volume to last? Thank you
 
Barbaros, I got those numbers in but they are not giving me numbers after the decimal for last. May I ask how can i modify the code? Thank you
 
I am trading option and trying to use code to calculate the price change. It only give me the above 1 dollar difference without giving me such as .25 or 0.58
 
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