For example, the fifteen-minute K line at 08:30 on 2020-11-06, the transaction volume should be 2.781M, but the backtesting platform shows 17.531K.
The grassSome are by transaction, some by volume.
fmzwingGood, thank you.
The grassIt is not calculated, it is calculated by pen, it can be done with raw data, GetRawJSON or HttpQuery functions
fmzwingI'm going to take 17531 times 15943 and that's not right. 15943 is the closing price for the fifteen minutes.