Hey,
I'm new to this group, so please have mercy on me.
I trying to use "reqHistoricalData" to get 5-second bar data.? I don't understand what the "bar.Volume" means.
For example, I have IQFeed.net and I downloaded all the trades for symbol "A" on Friday, February 26, 2021.
The IQFeed showed a total volume of?1,319,476.
I looked at finance.yahoo.com and they show a total volume for A to be?1,909,665.
To get the total volume for "A" from TWS, I added all the "bar.Volume" data. This gave me a total volume for the day of?8,992.
Does a "bar.Volume" of 3 mean 300 shares traded during that 5-second interval?
When I sum all the "bar.Volume" data for stock "A", why is the amount so low?
Charles
