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tick() marketVol() and marketVal() #480685
06/28/20 15:06
06/28/20 15:06
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Offline OP
Serious User
AndrewAMD  Offline OP
Serious User

Joined: Feb 2017
Posts: 1,725
Chicago
jcl,

The description of tick() indicates that priceClose() and Spread are updated on a tick, but it does not say that marketVol() and marketVal() are updated on each tick.
https://zorro-project.com/manual/en/tick.htm

Are they updated? If so, it should be stated in the manual.

Thanks,
Andrew

Re: tick() marketVol() and marketVal() [Re: AndrewAMD] #480693
06/29/20 11:53
06/29/20 11:53
Joined: Jul 2000
Posts: 27,982
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,982
Frankfurt
They are updated once per bar.

Re: tick() marketVol() and marketVal() [Re: AndrewAMD] #480695
06/29/20 12:36
06/29/20 12:36
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Offline OP
Serious User
AndrewAMD  Offline OP
Serious User

Joined: Feb 2017
Posts: 1,725
Chicago


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