Real volume historical data

Created at 21 Apr 2025, 16:54
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mywebsidekicks

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Joined 12.11.2020

Real volume historical data
21 Apr 2025, 16:54

Hello

I'm building a script using the Open API. It is extracting US500 historical tick data with ProtoOAGetTickDataReq().

How can I also get the volume for each tick? (I'm talking about the real Volume, e.g., number of contracts traded per tick)

My Broker is ICMarkets which is true ECN.

 

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