Trade Volume Data

Created at 02 Jan 2023, 21:08
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Groenewald.a.m

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Joined 15.03.2022

Trade Volume Data
02 Jan 2023, 21:08

Hi, 

I am posting this on the Fix forum as I am using Fix for my messaging. 

For context, I would like to construct a volume profile in real time. For this I need actual trade volumes. To get going I used the best bid/offer prices from the incremental market data request message but from what I have seen this does not seem to give a reliable picture (i could be wrong).

I would like to know if cTrader has got a mechanism in Fix, Open API or otherwise that I can use to get real time volume traded feeds ? Alternatively, are there any reasonable alternatives ? 

Regards

Michael 

@Groenewald.a.m
Replies

PanagiotisChar
03 Jan 2023, 09:15

Hi Michael,

There is no real volume traded in OTC markets.

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