CopyTicksRange() not setting 'last' or 'volume'

 

Hi

CopyTicksRange() with COPY_TICKS_ALL seems to providing the correct bid and ask changes but always has zero for the last and volume members

I know there have been trades as I am comparing results with a 1 minute bars which have trades.

If I run it with  COPY_TICKS_TRADE then it returns zero ticks

Any help appreciated, thanks

 
LoopyRuy:

Hi

CopyTicksRange() with COPY_TICKS_ALL seems to providing the correct bid and ask changes but always has zero for the last and volume members

I know there have been trades as I am comparing results with a 1 minute bars which have trades.

If I run it with  COPY_TICKS_TRADE then it returns zero ticks

Any help appreciated, thanks

Hi LoopyRun, 

did you find any solution for this?! 

 
There is no solution to that.

Some markets do not provide volume. You get either real volume or tick volume.

Last is a value from the order book, some markets do not have a published order book, so you don't get such a value.


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