Hey guys, is there a way to call TWS api for a snap value of today's session total volume, or i need to collect bar data and add them up myself? Thanks!
You can specify the duration of a bar, e.g. 1 minute, 1 hour, 1 day. If you specify 1 day and ask for today's bar you'll receive the data from market open until the moment you request. This gives you the total value.