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galafron
207
galafron 2014.06.26 07:10 
the doc says real volume of MqlRates is trade volume , if it is money, what is the currency (base or term) and unit (lots  or unit) ?
Rodrigo Malacarne
Moderator
9764
Rodrigo Malacarne 2014.06.26 11:09  
galafron:
the doc says real volume of MqlRates is trade volume , if it is money, what is the currency (base or term) and unit (lots  or unit) ?
Real volume is not the same thing as volume in currency terms, but simply the quantity of shares traded (in the case of stocks),  quantity of contracts traded (in the case of futures) or quantity in amounts (for forex).
Alain Verleyen
Moderator
29652
Alain Verleyen 2014.06.26 11:14  
galafron:
the doc says real volume of MqlRates is trade volume , if it is money, what is the currency (base or term) and unit (lots  or unit) ?

It's base units. For example 1 standard lot of EURUSD will get a real volume of 100,000 EUR.

Though, for Forex, if provided, real volume is the volume traded by your broker only (there is no centralized market). For centralized market (stocks, futures...), it's the real volume traded for all the market.

galafron
207
galafron 2014.06.26 17:14  
angevoyageur:

It's base units. For example 1 standard lot of EURUSD will get a real volume of 100,000 EUR.

Though, for Forex, if provided, real volume is the volume traded by your broker only (there is no centralized market). For centralized market (stocks, futures...), it's the real volume traded for all the market.

My broker's yesterday daily EURUSD bar shows real volume at 329 739 651 000 - one third of a trillion € according to you . Giving daily FX spot market was 2 trillion $ in 2013, it comes more likely from a liquidity provider or the lot of them.  It's hard to check because few brokers give that data.
Alain Verleyen
Moderator
29652
Alain Verleyen 2014.06.26 17:22  
galafron:
My broker's yesterday daily EURUSD bar shows real volume at 329 739 651 000 - one third of a trillion € according to you . Giving daily FX spot market was 2 trillion $ in 2013, it comes more likely from a liquidity provider or the lot of them.  It's hard to check because few brokers give that data.

Ask your broker.

My point about Forex was to say that volume won't be the same from 1 broker to an other. Mine is giving 273 009 914 000 for yesterday daily EURUSD.

galafron
207
galafron 2014.06.27 00:38  
angevoyageur:

Ask your broker.

My point about Forex was to say that volume won't be the same from 1 broker to an other. Mine is giving 273 009 914 000 for yesterday daily EURUSD.

The broker says real volume is trade volume in money. I get that figure too after pumping data a while, so it icould be the same broker. Adding yesterday daily real volumes and converting in $ for every  forex pair on sight gives 6.751 T$ on par with "foreign exchange markets averaged $5.3 trillion per day in April 2013" dixit Wikipedia. So it looks like this broker sends in real volume the whole forex global figure, not only his own as it is the case for tick volume which also helps to compare trading volumes among brokers.

galafron
207
galafron 2014.07.01 11:33  
Malacarne:
Real volume is not the same thing as volume in currency terms, but simply the quantity of shares traded (in the case of stocks),  quantity of contracts traded (in the case of futures) or quantity in amounts (for forex).
thanks , what about metals, is it ounces or $?
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