Hello everyone,

I would like to use the current H1 bar volume and compare it to the volume of past H1 bars. To do that I have created a RollingWindow object that I update with the volume of the consolidated H1 quote bar. However, that volume does not match the volume I compute by summing up the volumes of each M1 bar in the OnData event handler. The differences between the two are not constant neither in size nor in sign. Could someone explain me why this happens? Thank you very much in advance.