The data from Avanza.TRADES is not complete. It only shows one volume for recent trades and does not show trades that arose at the same time and with the same volume.
For example it return:
Time | Price | Volume | Buyer | Seller
13:55:06 | 247,40 | 85| GSAG | AVA
It should return:
Time | Price | Volume | Buyer | Seller
13:55:06 | 247,40 | 85 | GSAG | AVA
13:55:06 | 247,40 | 85 | GSAG | AVA
13:55:06 | 247,40 | 85 | GSAG | AVA
13:55:06 | 247,40 | 85 | GSAG | AVA
I tested the python version of the api and I guess the same issue arise in this one that is written in Javascript.
The data from Avanza.TRADES is not complete. It only shows one volume for recent trades and does not show trades that arose at the same time and with the same volume. For example it return: Time | Price | Volume | Buyer | Seller 13:55:06 | 247,40 | 85| GSAG | AVA
It should return: Time | Price | Volume | Buyer | Seller 13:55:06 | 247,40 | 85 | GSAG | AVA 13:55:06 | 247,40 | 85 | GSAG | AVA 13:55:06 | 247,40 | 85 | GSAG | AVA 13:55:06 | 247,40 | 85 | GSAG | AVA
I tested the python version of the api and I guess the same issue arise in this one that is written in Javascript.