Zeon Help Desk

Volume of Ticks for Bid/Ask based Historical data, or volume of Trades for Trade based Historical data.

SYNTAX

public double Volume (int offset)

PARAMETERS

offset — int

Defines index of the required element.

RETURN

double Returns double value representing the volume of the referenced element.

EXAMPLE

using System;
using System.Collections;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using PTLRuntime.NETScript;

namespace VolumeExamples
{
     public class VolumeExamples : NETStrategy
     {
         public override void OnQuote()
         {
             Instrument inst = Instruments.GetInstrument("/ES[U4]");
             HistoricalData data = GetHistoricalData(new HistoricalDataRequest(inst,Period.Min));
             if(data!=null)
           {
               Print(data.Volume(1));
           }
         }
     }
}