Getting Spot Volume from Market Data Request
Created at 02 Dec 2018, 17:07
MA
Getting Spot Volume from Market Data Request
02 Dec 2018, 17:07
I had gone through 'Rules of Engagement' guide, but unable to find 'Tick Volume' (last traded volume) tag in Market Data Request.
Is there any way to get it?
PanagiotisCharalampous
03 Dec 2018, 11:21
Hi Mailto.nileshsingh,
Thank you for posting in our forum. Tick volume is not available via FIX API. If you need tick volume, you can consider using Open API.
Best Regards,
Panagiotis
@PanagiotisCharalampous