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Forex volume
Started:June 7th, 2016 (05:13 AM) by TraderWalrus Views / Replies:161 / 1
Last Reply:June 7th, 2016 (06:19 AM) Attachments:0

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Forex volume

Old June 7th, 2016, 05:13 AM   #1 (permalink)
Trading Apprentice
Bangkok Thailand
Futures Experience: Intermediate
Platform: IB, MC
Favorite Futures: Forex
Posts: 20 since May 2016
Thanks: 8 given, 4 received

Forex volume

There is no volume for Forex in IB. However, when adding the "Volume" study in Multicharts with IB as the datafeed, some kind of volume does get displayed, but only from the moment connection is established. Not for past data.

Two questions arise:
1. What is this volume?
2. Is there a possibility to backfill it?

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Old June 7th, 2016, 06:19 AM   #2 (permalink)
Hamburg Germany
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
Posts: 1,109 since Apr 2013
Thanks: 188 given, 624 received


1. This might be just a summation of what ever is shown as best bid or best ask, but this is just a guess. You might want to contact MC directly as they will be able to tell you exactly what value from the API they show here.

2. I doubt that.



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