jcl,

Currently, T1 structs can be used for tick data, but they do not have a volume slot, so a tick cannot have its own volume.

Now, a T2 struct does have a volume slot, but "*.t2" files are reserved for market depth.

I propose an additional use for T2 structs. Namely, use extension "*.t2v" for historical tick data with volume, consisting of an array of T2 structs.

Moreover, each tick() call will have a new marketVol() value every time. If necessary, provide a set() flag that enables this functionality.

Thanks,
Andrew