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what does historical data manager ASK volume represent?

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    what does historical data manager ASK volume represent?

    I have been studying the export data from the Historical Data Manager at the tick level. I can not find what the volume represents.

    I would think that the volume in the LAST export data file is the volume traded at that price
    correct?

    What is the volume in the ASK and BID export files? Is it traded volume or is it the book volume at the ASK or BID price listed in the file?

    #2
    Hello tulanch,

    Yes, volume for last traded price is the volume traded at that price.

    Volume for bid and ask data is the number of orders sitting at the bid or ask price at the exchange.
    JasonNinjaTrader Customer Service

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