Hello to whom it concerned ...
I checked a simple data with the three tools :
MarketScope (of the last TS2 release),
Order2Go,
ForexConnect API (64bits)
In MarketScope running, the data informations window is opened,
another application, using Order2Go, is running, with detailed table "Offers" where datas come from TradeskEventSink,
another application, using ForexConnect API (64bits) with Excel 2010, is running also, all events being captured via COM ...
What I observed (reference is TF m1, XAU/USD on March 5th, 2014 at 17:44 UTC time ) ...
The "Volume" in the informations window of MS is 454 units for the whole minute, the same data for Order2Go is 122 units, and for ForexConnect API, the data is 77.
I hope all datas represent the Tick Volume, but why those differences ?
I precise that the ticks are received at EACH time an event comes in the "Offers" table ...
Other observation, some minutes later (17:47) same day : at the moment where MS shows a new starting candle (period = 0), the volume appears at 17 units, without any movement of the price, and, during this candle, volume is increased but the price does not move, and no changes in Order2Go or ForexConnect API;
Is someone can explain to me those particular events ? as, if a strategy is based on these datas, it's not possible to have any trust in the events coming.
Regards,
LeTigre30