Websocket Candle Volume

DA1077

Hi,

I was trying to create 1 Min candles from the streaming tick data. For computing candle volume I used the Tick Property

LastQuantity

and summed up for all the ticks belongs to the specific One minute. However using this approach is resulting considerable low volume when compared to the Kite Chart volume. And its off by significant margin to be withing acceptable range. I know that the data source for streaming data and Kite Chart Data is different but the difference should not be big enough to be acceptable.

I also noticed that there is a property called Volume for every streaming Tick. I am not sure if I am doing it wrong by considering the property LastQuantity instead of property Volume of the Tick.

Request you to please clarify the right Property I should use to compute Volume for a candle generated from streaming data.

Thanks

sujith

A trading platform can receive only a few ticks when compared to ticks at the exchange. You can check out this thread for more information.

You get cumulative volume with every tick. You need to find the difference in volume between the first and last tick.