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Tick volume vs Real volume

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Stephen Njuki
5179
Stephen Njuki 2010.08.10 10:38 
MQ5 offers these two. What is the difference between them?
Stephen Njuki
5179
Stephen Njuki 2010.08.10 13:02  
Some feedback from metaquotes or Rosh... Et al would be appreciated. Your documentation on ENUM_APPLIED_VOLUME is not very helpful. Thanks
Rashid Umarov
Admin
11826
Rashid Umarov 2010.08.10 16:07  
Tick volume contains number of ticks came for bar. Real volume contains volume of trade operations made on this bar (i.e, for stock exchange).

Stephen Njuki
5179
Stephen Njuki 2010.08.13 14:32  
So just to be clear here the volume in mq4 for say the daily timeframe is real volume right?.
Documentation on MQL5: Standard Constants, Enumerations and Structures / Chart Constants / Chart Timeframes
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Standard Constants, Enumerations and Structures / Chart Constants / Chart Timeframes - Documentation on MQL5
Rashid Umarov
Admin
11826
Rashid Umarov 2010.08.13 14:53  
ssn:
So just to be clear here the volume in mq4 for say the daily timeframe is real volume right?.
Just tick volume.
Erdem Sen
1681
Erdem Sen 2012.01.24 11:55  

Is there a way to get the real volume of each tick in mql5. I've tried it with:

SymbolInfoDouble(Symbol(),SYMBOL_VOLUMEASK), 
SymbolInfoDouble(Symbol(),SYMBOL_VOLUMEBID)

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.

Andrei Moraru
1160
Andrei Moraru 2012.01.26 12:46  

You are looking in a wrong direction. Please see CopyTickVolume.
Erdem Sen
1681
Erdem Sen 2012.01.30 19:48  
enivid:

You are looking in a wrong direction. Please see CopyTickVolume.

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. 

Ernie Gunning
1147
Ernie Gunning 2012.01.31 06:44  

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.. 

Andrei Moraru
1160
Andrei Moraru 2012.01.31 13:30  

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.

Erdem Sen
1681
Erdem Sen 2012.02.01 20:53  
ToolMaker:

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.. 

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.  

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