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发表于 2011-2-23 06:35 AM
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回复 20# jpm
this is from IB's latest release (914) notes:
Choose Between Calculated and Native Volume
You can now configure the Volume field to show Calculated “true tick” volume data. The current snapshot Native volume data does not update every tick. Please note that if you elect Calculated volume data, it may not include delayed transactions, busts, late-reported trades or combos. To configure the Volume field, right-click on the field and choose from Prefer Native Volume or Prefer Calculated Volume.
http://www.interactivebrokers.co ... s/TWS_Notes_914.php |
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