pVolume parameter of broker API

Posted By: Dalla

pVolume parameter of broker API - 03/21/17 11:55

The provided information about the pVolume information is somewhat ambiguous.
"Optional output, recent trade volume of the asset per minute, or 0 when the volume is unavailable. If no volume is returned in this function, Zorro retrieves it with a BrokerHistory2 call."

What are we supposed to put here? The volume of the previous full minute? The volume of the past rolling 60 seconds in relation to when the call is made? The average volume for the X past minutes?

Any clarification appreciated
Posted By: Dalla

Re: pVolume parameter of broker API - 03/30/17 05:42

I'll answer this myself as I got some help from support:
"We recommend returning the volume of the previous 5 minutes divided by 5. That's what the BrokerHistory2 call does."
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