A brief explanation of Volume. The Volume received from CTP is the cumulative trading volume, that is, accumulated since the beginning of the night session (21:00 p.m.), the actual trading volume of the current Tick is the current Volume minus the Volume at the previous moment.

Generally speaking, when converting historical data Tick data into K-line data, the data is first converted into 1-minute K-line data, and other minutes are converted into 1-minute K-line data. The data is then synthesized. If it is real-time data, it can only be processed once for each data received.