How is traded volume represented within the PRO Historical Data files?

For a single price point ‘tv’ is cumulative, so each “trd” update contains the price and cumulative traded volume traded so far at that price.

See example below:

{"op":"mcm","clk":"9702272675","pt":1563905629308,"mc":[{"id":"1.160659053","rc":[{"trd":[[4.1,11.11]],"ltp":4.1,"tv":11.11,"id":9938916},{"atb":[[4.1,9.93]],"id":9938916}],"con":true,"img":false}]}

{"op":"mcm","clk":"9702305064","pt":1563905813250,"mc":[{"id":"1.160659053","rc":[{"trd":[[4.1,31.31]],"ltp":4.1,"tv":31.31,"id":9938916},{"atb":[[4.1,0]],"id":9938916},{"atl":[[4.1,4.9]],"id":9938916}],"con":true,"img":false}]}

{"op":"mcm","clk":"9703398965","pt":1563917405197,"mc":[{"id":"1.160659053","rc":[{"trd":[[4.1,37.64]],"ltp":4.1,"tv":37.64,"id":9938916},{"atl":[[4.1,1.74]],"id":9938916},{"spn":6.6,"spf":1.0,"id":11110173}],"con":true,"img":false}]}

The runner tv (“tv”) represents the cumulative traded amount at the last price traded (ltp) or cumulative amount of all ‘trd’ amounts in the update if multiple prices are included.

See example below showing the same selection as above and containing another trd update at the price 4.1 as well as at 4.2.

{"op":"mcm","clk":"9703552302","pt":1563920341748,"mc":[{"id":"1.160659053","rc":[{"trd":[[4.2,2.38],[4.1,41.12]],"ltp":4.2,"tv":43.5,"id":9938916},{"atl":[[4.1,0],[4.2,11.71]],"id":9938916}],"

Please Note

Some traded volume updates ('trd') are sent due to changes in the underlying foreign currency exchange rates. 

This is due to a trade involving two different currencies.  Currency fluctuations may result in a new traded update being sent for a nominal amount, and can also result in a decrease in the initial reported traded amount.