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Date/Time: Mon, 13 May 2024 13:13:42 +0000

Post From: Understanding Volume - Bought / Sold

[2017-06-20 15:46:45] Link To Thread - Link To Post [Go To First Post]
Joel Wisdo - Posts: 15
I am using sc.BaseData[SC_ASKVOL][sc.Index] sc.BaseData[SC_BIDVOL][sc.Index] I am trying to understand the volume that is actually bought / sold on the ES mini S&P 500 not just the trades placed on the trading DOM. sc.BaseData[SC_BIDVOL] has the following definition: sc.BaseData[SC_BIDVOL] or sc.BidVolume[]: The array of Bid Volumes for each bar. This represents the volumes of the trades that occurred at the Bid price or lower. A trade that occurs between the Bid or Ask and is considered a downtick, will have the volume of that trade added to Bid Volume. Does "occured" mean transacted in the above definition? Sorry for the detail here. I am just making sure my formula is right and ES moves so fast it's hard to tell from the DOM. Thank you for any knowledge you can provide here