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askvol and bidvol: the volume of trades that occurred at the ask during time. what does that mean?

td753764td753764 Posts: 67
edited May 2017 in Support 

bar_1 = bar.minute(start=-6, include_empty=True)
bv = bar_1.askvol
self.sOutString = "{0},AskVol symbol: {1},{2}".format( service.time_to_string(service.system_time), self.symbol, bv)
print self.sOutString

This code will produce the following output:
2017-03-01 09:36:00.902000,AskVol symbol: EBAY,[ 3325 11118 12376 4783 8122 4032]

But what does the askvol really represent? The doc says "the volume of trades that occurred at the ask during time"

This is confusing. Volume = number of shares and trades = count of transactions.

Is it the sum of the depth of book for the 1 minute bar?
Is it the sum of the number of distinct shares traded on the ask price during that 1 minute bar?
Is it the sum of the ask size during that 1 minute bar?
Is it the count of all trades that took the best ask price during the 1 minute bar?
Is it something else?

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Comments

  • tdraughontdraughon Posts: 14

    askvol: items in the array - sum of the volume of the trades executed at or above the ask during the minute
    bidvol: items in the array - sum of the volume of the trades executed at or below the bid during the minute

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