Difference between LTQ and Total Volume

rayi

8 - 12 int32 Last traded quantity
12 - 16 int32 Average traded price
16 - 20 int32 Volume traded for the day

What is the difference between Last traded quantity and total volume?

If I add Last traded quantity for all incoming tick, will i get total Volume? If not why?

sujith

@rayi,
This logic won't work. Check out this thread.
No trading platform can capture tick by tick data over the internet. You need to setup colo to get TBT data.
Any member/broker will get only level-2 data.