Volumes
Configure volume profiles and aggregate volume bars for Python V2.
MMT provides volume profiles at price levels:
history.source("btc@volumes@binancef@mmt:timeframe=60")Standalone exchanges provide aggregate volume bars:
history.source("btc@volumes@binancef:timeframe=60")
history.source("btc@volumes@bulkf:timeframe=60")
history.source("btc@volumes@hyperliquidf:timeframe=60")Every volume source requires a provider-supported timeframe. Standalone Binance is backtest-only. MMT, BULK, and Hyperliquid also support live volumes.
profiles = history.source("btc@volumes@binancef@mmt:timeframe=60")
latest = history.source("btc@volumes@binancef@mmt:timeframe=60", 0)MMT records can contain aligned price, buy-volume, and sell-volume arrays. Standalone records expose aggregate candle-volume data.
See Volume Data.