IQFeed forex data w/o volume issue

[mrlogik]

Hi all,

I have an indicator which I added the OnMarketData function to, which is called for every incoming tick.

My problem is such;

the following test code segment should capture the volume of each tick. I am always getting a volume of 0 ("iEvent.Volume = 0" is displayed in the output box)

protected override void OnMarketData(MarketDataEventArgs iEvent)
{
    if(iEvent.MarketDataType == MarketDataType.Bid || iEvent.MarketDataType == MarketDataType.Ask)
    {
        Print("iEvent.Volume = " + iEvent.Volume.ToString());
    }
}

My data provider is IQFeed. I am using this on EURUSD.

Any ideas?

Thanks guys

[NinjaTrader_Bertrand]

mrlogik, I would think that is expected, as only the 'Last' would give you the Forex typical volume of 1. Please check your Bid / Ask / Last in the Control Center for EURUSD when connected to IQFeed. Thanks!

[mrlogik]

Hi Bertrand,

Thanks for the response. Yes, I do see a volume of 1 for the Last only. When using MBTrading I get the volume for Bid / Ask as well.

Its a broker specification.

Thanks again for clarifying.

[NinjaTrader_Bertrand]

Correct mrlogik, depends on what the active connection 'offers'.