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houston texas/us
Posts: 25 since Dec 2014
Thanks Given: 6
Thanks Received: 2
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IB provides two kinds of volumes:
native volume - Does not update with every tick, but will include delayed transactions, busts, late-reported trades and combos.
calculated volume - Updates with every tick, but may not include delayed transactions, busts, late-reported trades and combos.
Which one do you think more useful for volume analysis for trading?
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