I want the volume for first 5 minute, So i am taking the volume of tick at 9:19.59, (as this volume is cumulative), and subtracting this volume with the first tick volume. Is this correct way to get the volume for first 5 minute tick data, If yes why it is not matching with the volume data from history API: This is the data captured using web-socket : https://jsoneditoronline.org/#left=cloud.15f52c12caa349e19b1b7bd3d2d2ee82