Date/Time: Sat, 15 May 2021 11:45:16 +0000
[User Discussion] - How does Volume per Bar work?
|User601489 - Posts: 31 | Ending Date: 2021-05-16|
How is volume per bar calculated? Is it using market orders, limit orders? Does it include orders that were placed and pulled? What type of volume is it collecting?
|JohnR - User831573 - Posts: 85 | Ending Date: 2021-10-23|
The volume bars are orders that are filled, irrespective of how it was placed.
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