I asked this during development of the IG plugin
"... related to the BrokerAsset call, variable pVolume.
The manual states:

"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."

Ig provides volume, but I'm unsure what is meant by "recent trade volume of the asset per minute".
Should I just put the total volume for the previous minute, or an average over the previous X minutes, or accumulated volume for the current minute?"


And the answer
"We recommend returning the average volume of the previous 5 minutes divided by 5. That's what the BrokerHistory2 call does."

In the IG plugin I make one initial call to brokerHistory2 to initialize the pVolume, then update it every limit with the rolling 5 min average.

Hope this helps.