Volume Tick

[Daniel Cioca]

Hello! I would like to retrieve all ticks for the past n candles.  In MqlTick structure, what is tick[i].volum and tick[i].volum_real ?

I am geting zero for both of them unless I connect to a broker wich is giving real volume.

Can I retrieve tick_volume at every tick for forex market using MqlTick structure?

Thanks!

this is what I use :

 StringConcatenate(filename,"Ticks_",Symbol()," ",IntegerToString(_Period),".csv");
   int handle;

   double Ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
   double Bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
   handle=FileOpen(filename, FILE_CSV|FILE_READ|FILE_WRITE);
   if(handle<0)
     {
      Print("Could Not Create/Open File "+IntegerToString(GetLastError()));
      FileClose(handle);
      return;
     }
   if(handle==1)
      Print("File Opened Successfully");
   FileSeek(handle, 0, SEEK_END);

   MqlTick tick_array[];   // Tick receiving array
   ulong from =(ulong) iTime(_Symbol,PERIOD_CURRENT,30)*1000;
   ulong to = (ulong) iTime(_Symbol,PERIOD_CURRENT,0)*1000;
   int received=CopyTicksRange(_Symbol,tick_array,COPY_TICKS_ALL,from,to);
   
   int size=ArraySize(tick_array);
   int  ticks=MathMin(1000,size);
//--- Showing the first 100 ticks of the last day
   int counter=0;
   for(int i=0; i<ticks; i++)
     {
      datetime time=tick_array[i].time;
      double ask = tick_array[i].ask;
      double bid = tick_array[i].bid;
      ulong vol = tick_array[i].volume_real
      FileSeek(handle, 0, SEEK_END);
      FileWrite(handle,counter,TimeToString(time, TIME_DATE | TIME_SECONDS), " bid=",  bid, " ask=", ask,  "vol=", vol);
counter++;
     }


   FileClose(handle);

[Oleksandr Medviediev]

Your code looks okay and it appears to be:

•  retrieving ticks for the past n candles using the CopyTicksRange function, and
  
•  writing the tick data (including time, bid, ask, and volume_real) to external CSV file.

NOTE: if your broker is not providing accurate volume data, the volume_real value may not be reliable.