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Time and Sales - monitor trade volume update

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    Time and Sales - monitor trade volume update

    if (e.MarketDataType == MarketDataType.Last)
    {
    tradePrice = e.Price;
    tradeQty = e.Volume;
    }

    How to set up the condition:
    if(tradeQty has been updated)
    {
    do something;
    }

    I am thinking to do it like this:
    if(tradeQty != e.Volume && the current time != the last time)

    but how to compare the time value?
    Or any other way to do this?

    #2
    er111222, so you wish to track a new trade that would not have the volume / qty of the last 'Last' update? As if you were just looking for a new trade taking place, that would be seen in Last event update call alone. e.Time could also be accessing in OnMarketData, so you could save the last event time to a variable as well and compare for your condition.

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