I have a question about e.Volume and e.MarketData.Last.Volume
Here is my code.
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protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType == MarketDataType.Last )
{
eVolume += e.Volume;
LastVolume += e.MarketData.Last.Volume;
Print("OnMarketData Last Volume CurrentBar = " + CurrentBar + " LastVolume Total = " + LastVolume + " eVolume Total = " + eVolume);
}
}
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If you look at the attached file, you will see that these values don't match all the time.
Why are they different??? I would think that they would be identical.
Which is correct???
I used a 39 Tick chart displaying TF to collect the data.
Thanks,
RJay
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