Tick stream volume calculation

[beebee]

@Alexander

Keep in mind, data is ordered by timestamp. For charts, incoming data with the same timestamp came from the same bar. If you receive data with the same timestamp be sure to replace the previous data that had that timestamp. When data is coming to you live, it comes as a snapshot of what has happened so far - it is pre-aggregated. Therefore you don’t need to aggregate the incoming data, just replace the latest data until you receive a packet with a new timestamp. When this happens, you know you’ve moved into a new candle/bar.

the data is aggregated by timestamp – if they have the same timestamp, overwrite previous data with newer ones!

Although it still seems I am unable to have a proper order type layout. I did try subscribing to the DOM to get that that data and integrate it with the data coming from the tick stream but even that doesn’t seem to be accurate.