Problem calculating the Total Volume for DAX future

[j_porfiris]

Hi I'm using eSignal's API in a VB application to
get trades and quotes for some symbols, indices and futures.
I'm having problem with the Total Volume on the future of DAX and the
trade size (symbol AX H7-DT). Maybe the problem is in the other symbols I
watch too but first show it there.
In the application I get the event 'OnQuoteChanged'. From the xml I
get, I check if the 'Last', 'Volume', 'Bid' or 'Ask'
prices has change from the prev xml for the same symbol and I know if
there is a new trade or quote. If it's a trade then I get the difference
between the prev 'Volume' and the last one and find out the trade
size. But if u check in the txt file I've attached, you'll see that
the 'Volume' is not updating correctly. There are many different
'TradeSize' and the 'Volume' stay's the same. There is a
'TradeSize' field in the xml but I thought that the 'Volume' shows
me when the xml got a new trade or a quote in it. There is no other way in
that xml to find the new trades, only watching the 'Volume'.
Is the Volume updating with each trade in that xml? Are u suggesting to me
another way to separate the trades from quotes? Please advice.

Thanks
Jim

[StarrM]

Hi Jim,

Futures volume is sent out once per day. The volume you are seeing is either a tick count or the volume for the previous day depending on when you request it. There are other volume features in the eSignal application, but these are not currently available via the API.