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»Forums Index »NEW IQFEED FORUMS »Data Questions »IntervalVolume in B[Type] messages in Derivative sockets
Author Topic: IntervalVolume in B[Type] messages in Derivative sockets (4 messages, Page 1 of 1)

one541
-Interested User-
Posts: 6
Joined: May 6, 2020


Posted: May 7, 2020 01:57 AM          Msg. 1 of 4
Could you please explain what does the "IntervalVolume" represent in B[Type] messages in the derivative sockets? The documentation is a little unclear.

Thanks

one541
-Interested User-
Posts: 6
Joined: May 6, 2020


Posted: May 7, 2020 01:35 PM          Msg. 2 of 4
I would really appreciate it if someone could tell me the difference between Interval Volume and Cummulative Volume

altmany
-Interested User-
Posts: 73
Joined: Jul 30, 2018

IQML - IQFeed-MATLAB connector


Posted: May 7, 2020 01:46 PM          Msg. 3 of 4
  • CummlativeVolume – total trade volume since start of the current trading day.
  • IntervalVolume – trade volume during this specific interval bar only.
  • NumberOfTrades – number of trades during this specific interval bar. Relevant only when the IntervalType in your request is ticks/trades.

    Yair Altman
    IQML - IQFeed-MATLAB connector
    https://UndocumentedMatlab.com/IQML

    I am not a DTN employee; my post reflects my personal opinion

  • one541
    -Interested User-
    Posts: 6
    Joined: May 6, 2020


    Posted: May 7, 2020 01:54 PM          Msg. 4 of 4
    Thanks altmany!
     

     

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