Volume into tick data request

Created at 18 Nov 2024, 17:31
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swapd0

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Joined 07.10.2019

Volume into tick data request
18 Nov 2024, 17:31

I was thinking to create a tool for volume profile and footprint chart, but when I request tick data, I only get the time stamp and price into ProtoOAGetTickDataRes message, I would need also the volume.

Is there any plan to include volume in the tick data?

Regards

  swap d0

 

@swapd0
Replies

PanagiotisCharalampous
19 Nov 2024, 06:39

Hi there,

Since the volume provided in OTC markets is only tick volume, then the volume of every tick is by definition 1.

Best regards,

Panagiotis

@PanagiotisCharalampous

swapd0
22 Nov 2024, 19:50

Ok, thanks. It works.

 

By the way, why symbolId is missing from ProtoOAGetTickDataRes? when I get a ProtoOAGetTrendbarRes or a ProtoOASpotEvent there's a symbolId so I can parse the data properly but that field is missing on ProtoOAGetTickDataRes messages.

@swapd0
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