Quote / volume Support for analyze module

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moti
 
Posts: 9
Joined: Thu Sep 12, 2013 2:31 pm

Quote / volume

by moti » Tue Jan 28, 2014 6:27 pm

Hello,

Did Volume in Quote is Spread Volume ?

Thank you,

Moti

Roman
 
Posts: 145
Joined: Tue May 14, 2013 12:59 pm

Re: Quote / volume

by Roman » Tue Jan 28, 2014 7:22 pm

Hi Moti

No, it's volume of each leg (highlighted by bold). You should take always volume of less liquid leg.

Roman

bullin
 
Posts: 2
Joined: Fri Sep 13, 2013 9:23 pm

Re: Quote / volume

by bullin » Fri Oct 17, 2014 9:50 am

Hi,
values of volumes in quotes are online values, or previous day close values?
Thank you.
bullin

Roman
 
Posts: 145
Joined: Tue May 14, 2013 12:59 pm

Re: Quote / volume

by Roman » Fri Oct 17, 2014 2:48 pm

Hi bullin, depends if you have enabled intraday data. If not, then it's prev day EOD. If yes, than values are near online (we use delayed ID data).

Regards

Roman

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