Message: ConstantVolumeBarParameters

File: WebAPI/historical_2.proto

Description

Parameters of a Constant Volume Bar request.

Used in

NonTimedBarRequest

Fields

obsolete_volume_level (deprecated)

Type: uint32

Description: Note: Use volume_level instead.

volume_level

Type: cqg.Decimal

Description: Volume covered by each bar.

Note: Cannot be less than metadata_2.ContractMetadata.trade_size_increment and higher than metadata_2.ContractMetadata.trade_size_increment*1000000000.

use_tick_volume

Type: bool

Description: Determines volume type. If false (default value) then bars are built based on exchange volume, otherwise they are built based on ticks (number of inside price changes).

Note: If use_tick_volume is true, volume_level is rounded down. WebAPI server rejects requests for contracts without actual volume data (ContractMetadata.has_exchange_volume=False).

use_flat_ticks

Type: bool

Description: Note: Use 0-plus and 0-minus ticks when building bars. Applicable only to tick volume.