Yet another question about real volume in ticks

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Hi there,

i can't find a satisfying precise answer about what exactly mean the number that represents the "volume_real" of an MqlTick in the sense of on what is it based?

In the docs it says "Volume for the current Last price with greater accuracy".


Does that mean that is the amout of deals made in that exactly price value of "last" ("Price of the last deal (Last)" from docs)?


If so, then that means that when a new tick is triggered on the platform the new number of "volume_real" can be summed with the one from the last tick to get a total volume_real? Or only if the "last" is diferent from the last tick than i need to check for different number on "last" to summe it up or else i will be getting duplicated volumes?


My goal is to have a total volume in a given range of price, like renko does, but i'm afraid that the number i will get will not be accurate since i don't really understand  "volume_real" is and on what basis it changes.


thanks to anyone that can clarify it.

 
dionedde:

Hi there,

i can't find a satisfying precise answer about what exactly mean the number that represents the "volume_real" of an MqlTick in the sense of on what is it based?

In the docs it says "Volume for the current Last price with greater accuracy".


Does that mean that is the amout of deals made in that exactly price value of "last" ("Price of the last deal (Last)" from docs)?


If so, then that means that when a new tick is triggered on the platform the new number of "volume_real" can be summed with the one from the last tick to get a total volume_real? Or only if the "last" is diferent from the last tick than i need to check for different number on "last" to summe it up or else i will be getting duplicated volumes?


My goal is to have a total volume in a given range of price, like renko does, but i'm afraid that the number i will get will not be accurate since i don't really understand  "volume_real" is and on what basis it changes.


thanks to anyone that can clarify it.

As far as I know, and maybe someone else will correct me on this.

Volume Real is the (exemplary) amount of shares that have made a match in the last price to actually build that price.

If you go onto a crypt exchange and open up the depth of market panel, you also see the executed orders and their respective prices. These are the last price, and the according volume that matched at that price.


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