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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.

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