@sujith I understand that and that approach does give me the correct result. But my point is if Zerodha is not filtering any ticks and all ticks are being sent as it is, the sum of 'last traded quantity' of all ticks in an interval should be equal t…
I'm using the 'last_traded_quantity' field to calculate the interval volume. In each interval, I sum this field for every tick received for a particular symbol. I had already thought about your approach too and that does return the correct volume as…
