Posted By: AndrewAMD
Tick Volume - 06/29/20 12:36
jcl,
I think it would be useful if each T2, T6, and T8's volume and value were accessible via marketVol() and marketVal() from tick() in TICKS mode. Same goes for live trading.
If necessary, set a flag to enable it, set(TICKVOL) and set(TICKVAL). (I assume Zorro would need to allocate more memory.)
Thanks,
Andrew
Posted By: danatrader
Re: Tick Volume - 07/10/20 19:10
@Andrew do you have suggestion maybe how to sensitively trail on tick level?
Posted By: AndrewAMD
Re: Tick Volume - 07/10/20 19:33
This is a feature request thread. Please kindly ask again in a different thread. ^_^
Posted By: danatrader
Re: Tick Volume - 07/11/20 06:43
You are right, excuse me.
Posted By: jcl
Re: Tick Volume - 07/13/20 16:42
I've put it on my list. No need to bump - I read all suggestions here, but do not always comment.
Posted By: VizTra
Re: Tick Volume - 03/11/22 20:06
Is it possible nowadays to work with volume inside the tick() function?
Kind regards
Posted By: Petra
Re: Tick Volume - 03/13/22 14:18
Its not in the documentation but I believe it should work. You must use t6 data with volume for the ticks, and not set the LEAN or LEANER flags.
Posted By: VizTra
Re: Tick Volume - 03/14/22 13:46
Could someone with access to Zorro S try that out? I haven't gotten it yet but want to make sure that I can access volume in each tick() via marketVol(). Even if it works in backtesting with .t6 data, how about the broker plugins? Do any of them fill marketVal() or marketVol() with the volume of each tick?
Kind regards
Posted By: Petra
Re: Tick Volume - 03/14/22 16:21
Not all broker return live volume but when they do, they do it per tick. I have now also just tested it and Zorro S returns the volume with marketVol of any historical tick, if it's in the t6 file.
Posted By: AndrewAMD
Re: Tick Volume - 03/14/22 16:35
I have now also just tested it and Zorro S returns the volume with marketVol of any historical tick, if it's in the t6 file.
It would be helpful if it were documented in the manual.
Posted By: VizTra
Re: Tick Volume - 03/15/22 15:55
Not all broker return live volume but when they do, they do it per tick. I have now also just tested it and Zorro S returns the volume with marketVol of any historical tick, if it's in the t6 file.
I see, thank you very much for trying it out and also for updating the manual!