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native volume vs calculated volume


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native volume vs calculated volume

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microsat
houston texas/us
 
Posts: 25 since Dec 2014
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IB provides two kinds of volumes:
native volume - Does not update with every tick, but will include delayed transactions, busts, late-reported trades and combos.
calculated volume - Updates with every tick, but may not include delayed transactions, busts, late-reported trades and combos.

Which one do you think more useful for volume analysis for trading?

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 eDanny 
East Rochester, NY
 
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Neither. IB data is the least desirable of all.

Dan

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