The EOT version of Shelly's Volume that handles 4 markets is stated to be not available for Tradestation according to the EOT website, but it is available on MultiCharts. I think that is because Tradestation cannot handle "data2, data3, etc." on tick or volume-based charts whereas MultiCharts can. I'd be surprised if the developers decided that running the code on minute-based charts in Tradestation was not worth implementing, but I'd rather assume that they did not want repeated misunderstandings to arise when Tradestation customers couldn't run the code on their favorite tick-based and volume-based charts. A different approach that would probably solve the previously mentioned problems would be to create a composite symbol based on the required markets using a program like MetaServer RT which I think may have the ability to do that via its built-in scripting language. Of course, one might also need to feed the result to GlobalServer in Tradestation 2000i first, then use the integrated GlobalServer data source in OwnData to get the results into Tradestation 8.x. Trouble is, OwnData does not currently support Tradestation 8.5 or 8.6 as far as I know, so one would need to use a legacy version of Tradestation such as 8.1, 8.2, 8.3 or 8.4.