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Volume traded for the day field in Quote packet

meeashok
meeashok in Market data (WebSockets)
Hey Team,

Does volume field includes pre-market volume?

If yes, is there a way to know pre-market volume quantity separately?

Thanks,
Ashok
Tagged:
  • meeashok
    meeashok
    Hey @rakeshr can you please let me know details of volume field.
  • rakeshr
    rakeshr
    @meeashok
    No,volume field doesn't include pre-market volume.
    Is there a way to know pre-market volume quantity separately?
    You can use Websocket streaming during pre-market to get volume traded during the same.
  • meeashok
    meeashok
    Hey @rakeshr

    Do we reset volume field at 9:15 (First tick)?

    Also I am trying to construct volume candles, I am getting correct value by subtracting pre_market volume. That means volume field contains pre-market volume.
  • erutkarshh
    erutkarshh
    Does anyone know answer to this question?
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