If u remove TickFix, u get almost right Volume.
I connect already support , and he wrote me :
"if you do not see certain data in the log depending on the TickFix, then obviously two timestamps fall into the same bar. This can also happen without TickFix if the timestamps are irregular."
i mean this is a Bug, its bad when Volume disappear. TimeStamps in History data are clean and every 1 min regular.
without TickFix , Us Session open Price and Volatility at 9:30:00,000 are in previous Bar. I not understand why.. i manual "BarPeriod" i found this
In [Test] mode, bar generation is based on the UTC time stamps of ticks in the historical price data. All ticks that fall in the bar period contribute to the bar. For instance, a 10-minute bar ending at 12:00 contains all ticks with timestamps from 11:50:00.000 until 11:59:59.999. If the tick covers several prices, its time stamp should be from its close price. If historical time stamps are from the open or the middle price instead, you can use the TickFix variable for adjusting them. In [Trade] mode, bar generation is based on UTC time from the PC clock, not on the broker's server time for avoiding sync problems by connection interruptions and Internet lag.
in example ScreenShot i tryed count Volume from 1m History to 5min BarPeriod. Count function is from manual "marketVol()" Exampele
If i add 5x 1 Min Stamps i get different values to log. Maybe i count wrong..?