It seems that I'm getting individual volumes from HistTicks.java despite the default being COMPOUND. Do other people have the same experience? Here is the same stock trading on two different exchanges during the same minute:
#
# history data for: N/BSC
# event type: trade
# start timestamp: Mon Mar 10 09:30:00 EDT 2008
# end timestamp: Mon Mar 10 09:31:00 EDT 2008
#
It seems that I'm getting individual volumes from HistTicks.java despite the default being COMPOUND. Do other people have the same experience? Here is the same stock trading on two different exchanges during the same minute:
#
# history data for: N/BSC
# event type: trade
# start timestamp: Mon Mar 10 09:30:00 EDT 2008
# end timestamp: Mon Mar 10 09:31:00 EDT 2008
#
OTTrade: timestamp=Mon Mar 10 09:30:11 EDT 2008, price=70.08, size=6300, volume=6300, sequencenumber=268445424, indicator=@, tickindicator=N, isopen=false, ishigh=false, islow=true, isclose=false, isupdatelast=true, isupdatevolume=false, iscancel=false, isfrombook=false, exchange=, symbol=, properties=LOW|UPDATE_LAST
OTTrade: timestamp=Mon Mar 10 09:30:16 EDT 2008, price=70.35, size=100, volume=6400, sequencenumber=268446350, indicator=F, tickindicator=N, isopen=false, ishigh=true, islow=false, isclose=false, isupdatelast=true, isupdatevolume=false, iscancel=false, isfrombook=false, exchange=, symbol=, properties=HIGH|UPDATE_LAST
OTTrade: timestamp=Mon Mar 10 09:30:42 EDT 2008, price=70.23, size=100, volume=6500, sequencenumber=268450312, indicator=@, tickindicator=N, isopen=false, ishigh=false, islow=false, isclose=false, isupdatelast=true, isupdatevolume=false, iscancel=false, isfrombook=false, exchange=, symbol=, properties=UPDATE_LAST
OTTrade: timestamp=Mon Mar 10 09:30:47 EDT 2008, price=70.18, size=500, volume=7000, sequencenumber=268451190, indicator=@, tickindicator=N, isopen=false, ishigh=false, islow=false, isclose=false, isupdatelast=true, isupdatevolume=false, iscancel=false, isfrombook=false, exchange=, symbol=, properties=UPDATE_LAST
OTTrade: timestamp=Mon Mar 10 09:30:52 EDT 2008, price=70.23, size=100, volume=7100, sequencenumber=268451846, indicator=F, tickindicator=N, isopen=false, ishigh=false, islow=false, isclose=false, isupdatelast=true, isupdatevolume=false, iscancel=false, isfrombook=false, exchange=, symbol=, properties=UPDATE_LAST
OTTrade: timestamp=Mon Mar 10 09:30:57 EDT 2008, price=70.23, size=500, volume=7600, sequencenumber=268452459, indicator=@, tickindicator=N, isopen=false, ishigh=false, islow=false, isclose=false, isupdatelast=true, isupdatevolume=false, iscancel=false, isfrombook=false, exchange=, symbol=, properties=UPDATE_LAST
OTTrade: timestamp=Mon Mar 10 09:30:59 EDT 2008, price=70.22, size=100, volume=7700, sequencenumber=268452776, indicator=@, tickindicator=N, isopen=false, ishigh=false, islow=false, isclose=false, isupdatelast=true, isupdatevolume=false, iscancel=false, isfrombook=false, exchange=, symbol=, properties=UPDATE_LAST
# history data for: D/BSC
# event type: trade
# start timestamp: Mon Mar 10 09:30:00 EDT 2008
# end timestamp: Mon Mar 10 09:31:00 EDT 2008
#
OTTrade: timestamp=Mon Mar 10 09:30:31 EDT 2008, price=70.03, size=400, volume=400, sequencenumber=268448628, indicator=@, tickindicator=N, isopen=false, ishigh=false, islow=false, isclose=false, isupdatelast=true, isupdatevolume=false, iscancel=false, isfrombook=false, exchange=, symbol=, properties=UPDATE_LAST
OTTrade: timestamp=Mon Mar 10 09:30:56 EDT 2008, price=70.13, size=100, volume=500, sequencenumber=268452384, indicator=@, tickindicator=N, isopen=false, ishigh=false, islow=false, isclose=false, isupdatelast=true, isupdatevolume=false, iscancel=false, isfrombook=false, exchange=, symbol=, properties=UPDATE_LAST