I usually analyse 24 hours. For base volume I use 1 hour bars ( history.getBar( ... , shift) for Ask and Bid bar) Then I use bar.getVolume(). I sum AskVolume and BidVolume. It is base volume.
For detailed volume I use first ticks ( history.getTicks( instrument, timeFrom, timeTo) and tick.getAskvolume and tick.getBidVolume and I sum volumes.
If difference between base and detailed volume is bigger than 5 %, I use for detailed volume 10 seconds bars ( history.getBars( ... , timeFrom, timeTo2) (timeTo2 = timeTo - period.getInterval()) for Ask and Bid bars. I use bar.getVolume(). I sum AskVolume and BidVolume.
API Support wrote:
Could you please provide an example strategy whose data you use for comparison?