real-time level-i streaming for volume information - Am I getting all the volume
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Hi,
I have set-up streaming for level-i data (multiple symbols) by using the following construct :
....? ? m_pClient->reqMktData(j, ContractSamples::USStockAtSmart_NEW(i), "", false, false, TagValueListSPtr());? ? ?....
The data comes back ok and I am capturing volume data as follows :??
....? ? if (field == 8) {
????? my_ts_data.the_array[7][my_symbol_rev_map] = size * 100;? ? // from tickSize callback... (field and size are from callback argument list)
??? }
....
Are their other field and areas that contain volume that I may be missing? Thank you.
Best,
? Chris
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