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Date/Time: Fri, 27 Dec 2024 04:52:43 +0000



Post From: A Better Implementation of Interactive Broker's Data Feed

[2013-04-12 14:21:51]
Bad Dog - Posts: 17
RTVolume returns a string containing the following information:

Last trade price
Last trade size
Last trade time
Total volume
VWAP
Single trade flag (true or false).

See link for further info and example:
http://www.interactivebrokers.com/en/software/api/apiguide/tables/rtvolume.htm