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Forex volume


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  #1 (permalink)
TraderWalrus
Bangkok Thailand
 
Posts: 36 since May 2016
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There is no volume for Forex in IB. However, when adding the "Volume" study in Multicharts with IB as the datafeed, some kind of volume does get displayed, but only from the moment connection is established. Not for past data.

Two questions arise:
1. What is this volume?
2. Is there a possibility to backfill it?


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  #2 (permalink)
 ABCTG   is a Vendor
 
Posts: 2,448 since Apr 2013
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TraderWalrus,

1. This might be just a summation of what ever is shown as best bid or best ask, but this is just a guess. You might want to contact MC directly as they will be able to tell you exactly what value from the API they show here.

2. I doubt that.

Regards,

ABCTG


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Last Updated on June 7, 2016


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