Automated Trading and Strategy Testing Forum
Is there a way to get the real volume of each tick in mql5. I've tried it with:
However, the editor doesn't recognize ''SYMBOL_VOLUMEASK" and "SYMBOL_VOLUMEBID" from symbol properties . I reported this as a possibe bug. then the support team replied:
"These properties were removed from MQL5 lately. Do not use them."
Now I wonder if there are any substitution for these properties (an other way to get the real volume of the ticks).
I think this is bad news for mql5 if real volume info is completely removed. Because it is very useful info (specially in analysis of spread value and the volatility). the tick volume can't tell everything abut the quotes by itself.
I've taken a look at CopyRealVolume (and CopyTickVolume both). but is this for periodic processes? If it is not, please tell me how to use it for tick-by-tick data, because I need real (trade) volume of tick-by-tick data as in the picture below
plot1: ask/bid ticks in milliseconds
plot2/3:real volumes of ask/bid ticks.
The way I understand it is that Real volume are only availible in stocks, features (not sure about featiures) etc. because there they can supply you a real volume in such a smal market.
In forex you only receive the amount of ticks as volume because they can't suply you volume in such a big market that contain diffrent markets over the world.
so it is not related to Meta Trader ...it is just how it is ....
Hope this helps..
CopyRealVolume isn't available in Forex.
CopyTickVolume provides tick volume for the given period with M1 being the smallest. You can't get any volume "per tick" in Forex.
it is possible...and makes sense,
but please see the tick data at the link: http://www.dukascopy.com/swiss/english/data_feed/historical/ i'm not sure if the data is reliable, but it is what makes me think that the real volume must be available in Forex, too.