Generate a new tick if Total Volume changes for IB datafeed
- TJ
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- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
If the "Generate a new tick if Total Volume changes" option is enabled, the tick volume will equal the difference between the current TotalVolume and the previous TotalVolume, otherwise the tick volume will equal LastSize.
If the total volume over the session is important, this option must be enabled.
Regards.
If the total volume over the session is important, this option must be enabled.
Regards.
- TJ
- Posts: 7745
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2224 times
this is very useful information.If the "Generate a new tick if Total Volume changes" option is enabled, the tick volume will equal the difference between the current TotalVolume and the previous TotalVolume, otherwise the tick volume will equal LastSize.
If the total volume over the session is important, this option must be enabled.
Regards.
maybe you can add them next to the check box?