¿ªÔÆÌåÓý

ctrl + shift + ? for shortcuts
© 2025 Groups.io

Re: real-time level-i streaming for volume information - Am I getting all the volume


 

lists all tick types you can expect or request, Chris. Volume (#8) is a good overview of trade volume, but it only counts regular trades and does not include odd lots or any of a long list of "unreportable" trades.

You might find it helpful to also subscrive to "RT Volume" (#48) and "RT Trade Volume" (#77) as described in "RT Volume" includes "unreportable" trades while "RT Trade Volume" does not. Those two tick types return incremental volume numbers of recent trades.

´³¨¹°ù²µ±ð²Ô

Join [email protected] to automatically receive all group messages.