Hi there,

I wanted to experiment playing with Volume in an algorythm with crypto and created the symple algo attached. However, when I try to get the Volume in the OnData block (line 54: _Volume = data[_Ticker].Volume;) and plot it on a graph, I get the following error:

Runtime Error: 'QuantConnect.Data.Market.QuoteBar' does not contain a definition for 'Volume'

I guess this is because cryptos are of the QuoteBar data type which does not include volumes. But is there a way to get crypto data as TradeBar that include volumes?

If not, then what happen when you use indicators that use volume in their calculation? I have tested AccumulationDistribution for example and it does split out a result while I would expect it to crash if no volumes where available (you can comment line 54 and run the algo to check).

Many thanks for your help!