Hi,
When retrieving historical ticks (TickHistoryTimeAndSalesExtractionRequest) for CL futures, there are trades with volume but no price.
Here are the field list :
'Trade - Price',
'Trade - Qualifiers',
'Trade - Volume',
'Quote - Ask Price',
'Quote - Ask Size',
'Quote - Bid Price',
'Quote - Bid Size',
'Quote - Qualifiers',
'Correction - Price',
'Correction - Qualifiers',
'Correction - Volume',
'Market Conditions - Qualifiers'
What does this means ?