Volumes Source

MMT supplies volume profiles at price levels:

--source volumes@binancef@mmt:timeframe=60

BULK supplies normalized volume records from its candle feed:

--source volumes@bulk:timeframe=60

Both require a provider-supported timeframe in seconds in live runs and backtests. Unlike live candles, volume profiles are not rebuilt from raw trades and do not accept arbitrary second intervals.

const profiles = history.source('volumes@binancef@mmt')
const current = history.source('volumes@binancef@mmt', 0)

MMT records can contain price arrays and directional volume arrays. BULK records expose aggregate volume, trade count, close time, and a reference price instead.

See Volumes Data Type.