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@drcruz on art-of.trading this will be implemented as well ... but you will have to give me a little bit of time.

This is something that i show in my RV charts and some other web pages on my service as well. The data also exists if you google it hard enough.

@Javier, ib_insync is an extension module for Python 3.x. You need to install it once, and then forget it (so you only run TWS, ONE and TradeLogIB.py on day-to-day basis). To install ib_insync, you can either unpack ib_insync-master.zip into the folder with TradeLogIB.py script, and get the following directory structure: ib_insync ib.py objects.py ... TradeLogIB.py This will install ib_insync for use for TradeLogIB.py exclusively. TradeLogIB.py as any python script looks for the extension modules in the current directory. OR You can use the command "pip install ib_insync" to install the module system-wide. The command "pip3 install ib_insync" is from ib_insync package documentation. Actually in Anaconda there is no pip3 command, but the usual pip. NOTE: If you still can not find pip command, it is located in the <AnacondaRoot>\Scripts\pip.exe. So, check your PATH environment variable, or just go to this folder and run command from there.