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Leo4815162342 / dukascopy-node

✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨
https://dukascopy-node.app
MIT License
350 stars 66 forks source link

Constant bid and ask volume when downloading tick data #138

Closed MislavSag closed 1 year ago

MislavSag commented 1 year ago

If I set volume option to true when downloading tick data: npx dukascopy-node -i aaplususd -from 2023-04-09 --date-to now --timeframe tick --volumes true --format csv --cache true

the resulted 'asVolume' and 'bidVolume' columns are constant for all rows and equa to 0.012.

Have I done something wrong or Dukacopy returns constant volumes?

Leo4815162342 commented 1 year ago

@MislavSag there is definitely something that is not right. Can you check if you get the same via: https://www.dukascopy.com/trading-tools/widgets/quotes/historical_data_feed ?

Leo4815162342 commented 1 year ago

seems like that how it is coming from the dukascopy servers, and dukascopy-node just aggregates whatever data is there