Posted By: trader6363
Getting Volume from t6 data file - 05/27/17 11:42
I am using data download from Zorro download page. It contains a column with volume. I would like to retrieve the volume values but I cant seem to figure out how. I tried using markerVol() and marketVal() with no success. Lean flag is not set. Any suggestions?
Posted By: konorti
Re: Getting Volume from t6 data file - 06/08/17 20:20
I think if you want to access volume you need the "S" edition.
Posted By: trader6363
Re: Getting Volume from t6 data file - 06/09/17 10:41
Thanks for your response. I did see that in the manual as well but it is a bit vague because it mentions using tick data. My guess is that you are probably right. A workaround this would be to duplicate the asset and put the volume column as one of the price fields and save it and then access it as another asset...