Getting Spot Volume from Market Data Request

Created at 02 Dec 2018, 17:07
MA

Mailto.nileshsingh

Joined 02.12.2018

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?


@Mailto.nileshsingh
Replies

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