Market Data: HistoricalHistorical Data Limitations

Historical Volume Scaling

View as MarkdownOpen in Claude

Volume data returned for historical bars can be modified to return in shares or lots.

  1. Open the Global Configuration window
  2. Navigate to “API” and then “Settings” on the left pane
  3. Scroll down to the “Send market data in lots for US Stocks for dual-mode API clients”

If the setting is checked, historical volume data will return as a Round Lot.

If the setting is unchecked, historical volume data will return in Shares.

Send market data in lots for US stocks for dual-mode API clients highlighted in API Settings.