Hi,

is it possible to get the real trading volume of the last tick?

getAskVolume and getBidVolume gives me the opportunity to analyse the open volume on bid and offer side, but can i also get the tradet volume per tick and the price?

this would be great to build some kind of Volume-Profile-Charts.

thanks a lot.

Moin,

as I understand, the Interface IHistory returns historical data.
Does .getLastTick().getAsk/BidVolume() return saved offered volumes(from orderbook) from last Ask/BId or
the real traded Volumes?

Thx in advance,

No, on a currency market, there is no real trading volumes available.

Support,

I don't know specifically what Interactive Brokers and FXCM do, but FXCM provides an estimate of volume through FIX, and IB provides it directly through their Java API.

I haven't [yet] looked into what they use to provide that estimate, but it would probably be a useful piece of information even if it isn't a 100% accurate estimate of the total volume of trade given that Forex isn't centralized.

-Brian

Surely that cannot be correct. The Dukascopy platform must keep information about the transacted volume at each price (other platforms offer this as Time and Sales information), and hopefully whether that volume was traded at the current ASK price or the current BID price.