Tick Data Missing Volume or Size

[morphtrade]

Hi,

I have downloaded tick data for YM, using API, but the dVolume is set to 0 for all the bars. Could you please tell how can I get the volume or size info as I see in Time and Sales window in eSignal.?

And also some of the rows contains dTickAsk values like "5.0781252390023E-299". What does that mean?
If it's float why not just use 0?

Thanks!
M

[AChan]

We are unable to reproduce the issue. I am assuming that you are interested in retrieving historical tick by tick data using the RequestHistory method. The following call would retrieve the previous 9 ticks for YM Z8.

esignal.RequestHistory("YM Z8", "1T", btBARS, 9, -1, -1)

The corresponding history bar should contain the size information in dVolume.

For further information, please review our documentation and coding sample at:

http://share.esignal.com/groupcontents.jsp?folder=&groupid=185

[morphtrade]

dVolume field is always set to 0.

[AChan]

Can you post a code snippet which shows the exact RequestHistory you are making with it's arguments and how you are processing dVolume field from the incoming bar?

Have you tried symbols other than YM?