Hi, i try find out why my result of volume is different from history in same TF, maybe any one can help ?
Data history is SPY t6 in 1 min time frame include Vol per Bar.
in Zorro History Viewer are Vol prints Volume O.K.
SPY data History Download is available
here.
Example code
function run()
{
set(LOGFILE+PLOTNOW);
Verbose = 3;
TickFix = 1;
StartDate = 20200616;
EndDate = 20200617;
BarPeriod = 1; // same as History (RAW)
asset("SPY");
// vars Prices = series(priceClose());
vars Vol = series(marketVol());
plot("MarketVol",Vol,BARS|NEW,BLUE);
}
for Example result, check attachment, them display difference between History and Result.
Anyone know a way to resolve this problem?