pVolume parameter of broker API

Gamestudio Links

Zorro Links

Data from CSV not parsed correctly
by EternallyCurious. 04/18/24 10:45

folder management functions
by VoroneTZ. 04/17/24 06:52

lookback setting performance issue
by 7th_zorro. 04/16/24 03:08

zorro 64bit command line support
by 7th_zorro. 04/15/24 09:36

AUM Magazine

Latest Screens

4 registered members (ozgur, EternallyCurious, howardR, 1 invisible), 623 guests, and 0 spiders.

Key: Admin, Global Mod, Mod

Newest Members

Print Thread

Rate Thread

pVolume parameter of broker API #464963 03/21/17 11:55 03/21/17 11:55
Joined: Feb 2017 Posts: 369 D Dalla OP Senior Member
Dalla OP Senior Member D Joined: Feb 2017 Posts: 369	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 Last edited by Dalla; 03/21/17 11:56.

Re: pVolume parameter of broker API [Re: Dalla] #465085 03/30/17 05:42 03/30/17 05:42
Joined: Feb 2017 Posts: 369 D Dalla OP Senior Member
Dalla OP Senior Member D Joined: Feb 2017 Posts: 369	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."

Moderated by Petra