def beforeClosingVolumePercent(TradeTime, TradeQty){ return sum(TradeQty*(time(TradeTime) between 14:30:00.000 : 15:00:00.000)) \ sum(TradeQty) } timer{ tradeTB = loadTable("dfs://TL_Level2", "trade") res = select beforeClosingVolumePercent(TradeTime, TradeQty) as BCVP from tradeTB where date(TradeTime)=2023.02.01 group by date(TradeTime) as TradeDate, SecurityID }