Different results for TickVolume by comparing different timeframes

Created at 01 Apr 2019, 23:39
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Piotr Biegon

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Joined 22.09.2015

Different results for TickVolume by comparing different timeframes
01 Apr 2019, 23:39

Hi,

when I compare values of TickVolume for two different timeframes (e.g. 1m and 5m),  then the sum of (5) 1m values is not equal the value of coresponding 5m bar. Should not that be the same?

BR

Piotr

@Piotr Biegon
Replies

PanagiotisCharalampous
02 Apr 2019, 12:20

Hi Piotr,

Do you have an example that demonstrates this problem?

Best Regards,

Panagiotis

@PanagiotisCharalampous

Piotr Biegon
04 Apr 2019, 22:43

Hi Panagiotis,

thanks for the answer.

yes, indeed EURUSD, today

5m :

4/4/2019 9:25:00 PM 206 

1m:

4/4/2019 9:29:00 PM 64

4/4/2019 9:28:00 PM 39

4/4/2019 9:27:00 PM 30

4/4/2019 9:26:00 PM 38

4/4/2019 9:25:00 PM 32

Sum: 203

 

Additionally, in some cases, the tickvolume retrieved programmatically differs from value shown on the chart for a particular bar).

I would be grateful for your help.

BR

Piotr

@Piotr Biegon

PanagiotisCharalampous
05 Apr 2019, 11:11

Hi Piotr,

Thanks, we will investigate this.

Best Regards,

Panagiotis

@PanagiotisCharalampous

Piotr Biegon
30 Jun 2019, 17:58

RE:

Hi Panagiotis,

any news regarding this issue? It's stil exists.

BR

Piotr

Panagiotis Charalampous said:

Hi Piotr,

Thanks, we will investigate this.

Best Regards,

Panagiotis

 

@Piotr Biegon

PanagiotisCharalampous
01 Jul 2019, 12:57

Hi Piort,

It has not been resolved yet.

Best Regards,

Panagiotis

@PanagiotisCharalampous
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