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Getting around the absence of volume in ProRealTime


Firstly, I think it's very unusual that a supposedly 'pro' platform like PRT has no volume for commodities and no tick volume for forex (aside from that, I love it).

For commodities, vol data is available from the exchange and for forex it's always substituted with tick volume which is also available. There is no excuse when every instrument on the web platform has volume. Furthermore, I checked with the PRT developers and if you access the platform directly from them, you DO get access to volumes. I can't understand why IG doesn't address this issue.

That being said, I'm wondering if it would be possible to code a tick volume indicator from the tick data that comes in. I'm only just starting to get my head around the coding features of PRT but someone with more experience might be able to answer this.

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No idea to be honest.. rather frustrating having a platform which is capable of showing the order book, order flow, depth of market etc yet it's all disabled. It's as if IG don't want their customers to use these to an advantage.. even though the usual retail noob wouldn't understand half of it.

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