DDE plugin Volume field

Hi,
I have connected data source excel to Amibroker via DDE plugin, initially I have assigned last traded qty to Volume field in dde Config table, volume field always remain empty, Then I have assigned to last size, now volumes are updating but showing wrong volume, I am missing something here? please help.

dde

Volume field is intended to be fed with cumulative daily volume from data source.
It is NOT "last size".

hi Tomaz thank you for replying, I have changed volume traded today [cumulative volume] to volume field, but volume not updating whereas excel updates the data, please guide if any.
dde4

Realtime Data window showing volume updating, but volume field empty
, I am not sure my setup is correct or not
DDE Video

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At minimum you have to have last price and last size. Volume can be added as extra but doesn’t replace any of required two

Hi,
Thank you again, I made changes but last size updating wrong volume even if trades 100 shares it updates 100 in every tick.
sorry to bother you, but just curious why volume in realtime Quote is updating volume field and not updating in actual volume on chart?

You are mixing things up and/or don't understand the basics.

"Trade size" in RT quote window is SINGLE TRADE volume (trade size).
"Volume" on 5 minute chart is accumulation of trade sizes that occured during 5 minutes.
"Volume" that you see in RT quote window is a cumulated DAILY VOLUME.

These are three different intervals coming into play.

@Tomasz Can we get a variable name or Field name to access "Trade size" from RT quote window to use in Exploration?

https://www.amibroker.com/f?getrtdata

Last trade size field name is "TradeVolume"

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@Tomasz Cant we copy the RT window information for all quotes and paste it in Excel for further analysis? I am not able to copy the data in RT window with my mouse or Keyboard. Could you please enable copy/paste option for RT window?

Further analysis in Excel? What for? You can do anything in AFL, faster and without any manual labor / mouse clicks / copy pasting.

Hi @Tomasz Good morning! Actually I tried to use Trade Size field "TradeVolume" in my exploration code. It is not working as expected. The value in TradeVolume field is dynamic and is keeping last value in all the timeframes. it keeps changing every tick but not giving and storing in any array format. All other fields I use in exploration are having an array format values and they store history values as per time frame selected. Example: I explore last 60 minutes data of NSE BankNifty futures in 5 minutes timeframe, I get 12 different values of its high, open close prices. In next 15 minutes I keep getting 3 new rows with 3 different values which is correct as per Charts and movements. But the TradeVolume field is giving the recent value always. IF I test something for last 60 minutes data, this field is adding only recent value in all my test cases. That is giving wrong result. what about the TradeSize of last 60 minutes? where are Every 5 minutes array values? This is causing issue for my analysis. So I thought at least I could copy every 5minutes of RT data to an excel and do analysis there. I hope I explained my issue clearly. Please let me know if I am missing any functionality to access TradeVolume data in array format.

As documentation clearly says GetRTData() returns scalar NUMERIC value (NUMBER) representing CURRENT real-time value.

You should read documentation closely.

Scalar is not array. If docs say NUMBER it is a number, not array.

If you want all trades in array, you have to use TICK-BY-TICK data source such as eSignal, IQFeed that provides tick history (backfill) and use "Base time interval" of TICK in File->Database Settings and you will find individual trade prices in Close array and individual trade volumes in Volume array.

You don't need to use GetRTData for that. It is all there directly in OHLCV arrays.

Yes Sir, I am already using tick by tick data from a reliable vendor. Here my concern is not the total Volume number. I know that I can get it from OHLCV. I want the "Number of Trades" at any specific time. lets say Traded volume is 10000 at a specific minute. But it could be generated by just 2 trades or 3 trades(TradeSize) or can be 100 trades. I Want that tradeSize number in an array. why I am very much interested on this field is, if we know the "Number of trades" we can get the strength(the less number in TradeSize the stronger) of Buy or Sell in Live market.. I hope you got my concern.

No, you are mistaken. Terribly mistaken. From what you are saying it is quite clear that you don't understand what tick-by-tick means.
If your data source is tick-by-tick, each data array element represents just a SINGLE tick. Single tick is a SINGLE TRADE.
You are talking about minutes. Tick data is not 1-minute data. An array element with tick data is NOT one minute. Each array element is ONE TRADE with tick data.

Amazing trade n code

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