Discrepancy in MarketSeries.TickVolume versus counted tick volume

Created at 28 Apr 2019, 02:34
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nordic's avatar

nordic

Joined 02.02.2017

Discrepancy in MarketSeries.TickVolume versus counted tick volume
28 Apr 2019, 02:34


Just thought I'd throw this out there as I'm unsure why this difference in value exists.  In a cBot I have the following code where the bot manually counts each tick and then prints the result on the next bar, compared with the last result from MaketSeries.TickVolume:

int tickcount;

protected override void OnTick()
        {
            tickcount++;
        }

        protected override void OnBar()
        {
            int tickwrite = tickcount;
            tickcount = 0;
            double tickmarket = MarketSeries.TickVolume.Last(1);
            Print("Market: {0} | Manual: {1}", tickmarket, tickwrite);
        }

The results are below, where the reported values from MarketSeries.TickVolume and manually counted ticks are different:

This is in the latest public beta v3.5, backtested on tick data from server (not the default m1 bars).

Am I mistaken or should these values be the same?


@nordic