LoopyRuy / Publications
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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