NYSE Volume Index

View as MarkdownOpen in Claude

The Volume index must be requested with [EClient.reqMktData()](/tws-api/doc/market-data-live/top-of-book-l-1/request-watchlist-data) where:

  • Bid Price correlates to “UP Volume”
  • Ask Price correlates to “Down Volume”
  • Bid Size correlates to “Unchanged Volume”
  • Ask Size will always return as 1.
Symbol = "VOL-NYSE"
SecType = "IND"
Exchange = "NYSE"
Currency = "USD"