Hi, I have been trying to log tick data and would like some clarifications on the following
The cumulative volume of the tick data does not match up with total volume data at the end of the day. Is this because not all ticks are streamed?
does every tick i receive through the websocket contain ticks for all instruments subscribed? or is it only those instruments whose data has changed? i've created a tick id for every tick received and not every subscribed instrument(around 40) has all the tick ids. infact none of them have all of it.
You can check out this thread.