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If I'm reading this correctly, RT Trade Volume, tick 77 is not included in the update event .trades, but I think it should be. I will not claim to understand what an "unreportable trade" is, but RT Trade Volume purports to exclude them, where as RT Volume does not. As an aside, are/how are TickFilters intended to be used by API consumers?
Happy to prep the tiny PR to add this if it is indeed an oversight.
The text was updated successfully, but these errors were encountered:
If I'm reading this correctly, RT Trade Volume, tick 77 is not included in the update event
.trades
, but I think it should be. I will not claim to understand what an "unreportable trade" is, but RT Trade Volume purports to exclude them, where as RT Volume does not. As an aside, are/how are TickFilters intended to be used by API consumers?Happy to prep the tiny PR to add this if it is indeed an oversight.
The text was updated successfully, but these errors were encountered: