M moskvich Oct 23, 2021 #1 Hey guys, is there a way to call TWS api for a snap value of today's session total volume, or i need to collect bar data and add them up myself? Thanks!
Hey guys, is there a way to call TWS api for a snap value of today's session total volume, or i need to collect bar data and add them up myself? Thanks!
H HobbyTrading Oct 23, 2021 #2 moskvich said: Hey guys, is there a way to call TWS api for a snap value of today's session total volume, or i need to collect bar data and add them up myself? Thanks! More... You can specify the duration of a bar, e.g. 1 minute, 1 hour, 1 day. If you specify 1 day and ask for today's bar you'll receive the data from market open until the moment you request. This gives you the total value.
moskvich said: Hey guys, is there a way to call TWS api for a snap value of today's session total volume, or i need to collect bar data and add them up myself? Thanks! More... You can specify the duration of a bar, e.g. 1 minute, 1 hour, 1 day. If you specify 1 day and ask for today's bar you'll receive the data from market open until the moment you request. This gives you the total value.