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Ticker update event trades should contain RT Trade Volume #45

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prurph opened this issue Jul 15, 2024 · 0 comments
Open

Ticker update event trades should contain RT Trade Volume #45

prurph opened this issue Jul 15, 2024 · 0 comments

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@prurph
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prurph commented Jul 15, 2024

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.

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