Market Data: LiveAvailable Tick Types

Volume Data

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The API reports the current day’s volume in several ways. They are summarized as follows:

  • Volume tick type 8: The ‘native volume’. This includes delayed transactions, busted trades, and combos, but will not update with every tick.
  • RTVolume: highest number, includes non-reportable trades such as odd lots, average price and derivative trades.
  • RTTradeVolume: only includes ‘last’ ticks, similar to number also used in charts/historical data.