stock777 Posted November 6, 2018 Report Share Posted November 6, 2018 Was looking to use last trade size but don't see it in the list of choices. Is this something you have to add, like we did for bid/ask size? Started to try and calculate it from volume, but not exactly sure how to do it in C## and it would be a lot simpler directly accessed Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted November 6, 2018 Report Share Posted November 6, 2018 LastSize is not something that is available on each candle, and that is really what the scanning is centered around. We have a number of symbol level vs candle level fields available under SymbolData.* like SymbolData.High52, but note that the value there is the last value available for the symbol, not whatever it was at the given candle. We do not include LastSize there. since that really is kind of useless for scanning - Scans are not guaranteed to execute with every tick. Not sure why you need to calculate volume, or what volume you are trying to calculate. In general it is better to use the indicators to compute stuff for you,. volume included. Quote Link to comment Share on other sites More sharing options...
stock777 Posted November 7, 2018 Author Report Share Posted November 7, 2018 I see. Thought it would be equiv to Bid/Ask size, which seems to work well enough . I'll look at using some of the built in indicators to get what I want. I have another request I'll put in a new topic Quote Link to comment Share on other sites More sharing options...
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