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Tick Volume #480694
06/29/20 12:36
06/29/20 12:36
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
Serious User

Joined: Feb 2017
Posts: 1,718
Chicago
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

Re: Tick Volume [Re: AndrewAMD] #480772
07/10/20 19:07
07/10/20 19:07
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online OP
Serious User
AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 1,718
Chicago
bump

Re: Tick Volume [Re: AndrewAMD] #480773
07/10/20 19:10
07/10/20 19:10
Joined: Mar 2019
Posts: 357
D
danatrader Offline
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danatrader  Offline
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D

Joined: Mar 2019
Posts: 357
@Andrew do you have suggestion maybe how to sensitively trail on tick level?

Re: Tick Volume [Re: danatrader] #480774
07/10/20 19:33
07/10/20 19:33
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 1,718
Chicago
This is a feature request thread. Please kindly ask again in a different thread. ^_^

Re: Tick Volume [Re: AndrewAMD] #480776
07/11/20 06:43
07/11/20 06:43
Joined: Mar 2019
Posts: 357
D
danatrader Offline
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danatrader  Offline
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Posts: 357
You are right, excuse me.

Re: Tick Volume [Re: AndrewAMD] #480796
07/13/20 16:42
07/13/20 16:42
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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I've put it on my list. No need to bump - I read all suggestions here, but do not always comment.

Re: Tick Volume [Re: AndrewAMD] #480797
07/13/20 16:43
07/13/20 16:43
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 1,718
Chicago
Noted, thanks.

Re: Tick Volume [Re: AndrewAMD] #485454
03/11/22 20:06
03/11/22 20:06
Joined: Apr 2021
Posts: 14
V
VizTra Offline
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VizTra  Offline
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V

Joined: Apr 2021
Posts: 14
Is it possible nowadays to work with volume inside the tick() function?

Kind regards

Re: Tick Volume [Re: AndrewAMD] #485458
03/13/22 14:18
03/13/22 14:18
Joined: Apr 2008
Posts: 585
Austria
Petra Offline
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Petra  Offline
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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.

Re: Tick Volume [Re: AndrewAMD] #485462
03/14/22 13:46
03/14/22 13:46
Joined: Apr 2021
Posts: 14
V
VizTra Offline
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VizTra  Offline
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Joined: Apr 2021
Posts: 14
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

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