Volume: long or double

[fx.practic]

Hello.

I mentioned, that volume in MarketDataEventArgs is long

Volume, returned with GetCurrentAsk() / GetCurrentBid() is long too.

And volume in Volume series is double.

Why?
Crypto and Forex? But, why Level 1 volume is long?

[NinjaTrader_Jesse]

Hello fx.practic,

Can you clarify your question on this? Are you asking why there is a difference between the series<double> and methods that return a long value specifically or are you seeing a problem related to using a volume in long format related to a specific instrument?

I wouldn't have the details surround why each type was initially used for the various methods but I can submit reports to development if you feel there is a discrepancy here. Are you seeing a problem while using long for the volume?

Based on the information given, I would take it that the long type was used to match how NT7 reports volume in long. In NT7 a DataSeries was used for the volume series, so the native type in NT8 to take its place would be a Series<double>.


I look forward to being of further assistance.

[fx.practic]

I have no any problem with it right now.

(Just need to use 2 different classes if need to store both L1 or L2 data and Volume series data).

The question is that advantages of integer numeric data types - bit faster,to calculations, may be.

Form another side, real numeric volumes are fit to Forex instruments and (so popular now) crypto.

And, if to use both data types simultaneously - no advantages remains.
But need to use type casting sometimes.

May be, I should make suggestion to leave only one data type for volumes?
But I don't know which to chose: I want long, but a many users looking on crypto.

I have real example: a user, whom I made L2 indicator, want to use it on crypto soon. That was the trigger for current thread.

[NinjaTrader_Jesse]

Hello fx.practic,

Thank you for clarifying.

I will pass this suggestion on to development for further review.

I look forward to being of further assistance.